-15.9%
CORZ vs VMC
-2.2%
-13.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.2% |
| 7D | +14.2% | -4.3% | +18.5% | +15.6% |
| 30D | -3.0% | +16.2% | -19.2% | -8.5% |
| 3M | -26.3% | -0.8% | -25.4% | -26.1% |
| 6M | -36.5% | +1.2% | -37.7% | -38.8% |
| YTD | +0.1% | +0.5% | -0.4% | -12.5% |
| 1Y | -15.9% | -2.9% | -13.0% | -21.7% |
| All | -15.9% | -2.2% | -13.7% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling