+34.5%
CORZ vs VMC
-11.8%
+46.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.2% |
| 7D | +16.6% | -0.5% | +17.1% | +16.7% |
| 30D | -10.9% | -9.1% | -1.8% | -8.1% |
| 3M | -31.0% | -4.1% | -26.9% | -32.6% |
| 6M | +26.0% | -5.5% | +31.6% | +22.9% |
| YTD | +28.6% | -8.9% | +37.6% | +27.6% |
| 1Y | +34.5% | -12.9% | +47.4% | +37.8% |
| All | +34.5% | -11.8% | +46.3% | +37.8% |
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