-31.9%
CORZ vs VMC
+0.8%
-32.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +4.0% | +3.4% |
| 7D | -7.8% | +1.1% | -8.9% | -7.9% |
| 30D | -14.8% | +17.7% | -32.5% | -19.7% |
| 3M | -32.5% | +1.1% | -33.5% | -32.7% |
| 6M | -42.7% | +1.8% | -44.6% | -44.7% |
| YTD | -9.8% | +1.5% | -11.3% | -20.7% |
| 1Y | -31.9% | -1.1% | -30.8% | -37.3% |
| All | -31.9% | +0.8% | -32.7% | -37.3% |
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