+18,393.8%
COR vs VMC
+2,321.7%
+16,072.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.4% | +1.1% | +1.3% | +2.2% |
| 30D | +7.7% | +17.7% | -10.0% | +3.8% |
| 3M | +7.5% | +1.1% | +6.4% | +7.2% |
| 6M | +34.1% | +1.8% | +32.3% | +33.0% |
| YTD | +3.9% | +1.5% | +2.4% | +2.6% |
| 1Y | -3.6% | -1.1% | -2.5% | -4.3% |
| 3Y | +80.5% | +38.8% | +41.7% | +63.6% |
| 5Y | +194.9% | +49.6% | +145.3% | +159.1% |
| 10Y | +486.6% | +130.6% | +356.0% | +345.9% |
| All | +18,393.8% | +2,321.7% | +16,072.1% | +6,943.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling