+17,451.9%
COR vs VMC
+2,109.6%
+15,342.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +2.8% | -4.3% | +7.1% | +3.7% |
| 30D | +4.5% | -8.2% | +12.8% | +6.5% |
| 3M | +22.7% | -7.0% | +29.7% | +24.3% |
| 6M | -9.7% | -10.8% | +1.0% | -7.9% |
| YTD | -1.4% | -7.4% | +6.0% | -0.6% |
| 1Y | +13.9% | -9.5% | +23.4% | +15.3% |
| 3Y | +94.0% | +20.5% | +73.5% | +81.3% |
| 5Y | +184.0% | +51.6% | +132.5% | +148.3% |
| 10Y | +406.8% | +150.0% | +256.7% | +278.3% |
| All | +17,451.9% | +2,109.6% | +15,342.3% | +6,725.7% |
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