+180.5%
COR vs VMC
+52.4%
+128.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.7% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | +1.5% | -9.1% | +10.6% | +2.9% |
| 3M | +18.7% | -4.1% | +22.8% | +19.2% |
| 6M | -9.0% | -5.5% | -3.5% | -8.6% |
| YTD | -3.3% | -8.9% | +5.6% | -2.5% |
| 1Y | +9.8% | -12.9% | +22.8% | +11.4% |
| 3Y | +87.4% | +22.1% | +65.2% | +76.3% |
| 5Y | +180.5% | +52.7% | +127.8% | +146.1% |
| All | +180.5% | +52.4% | +128.1% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling