+322.1%
CORZ vs VMC
+27.1%
+295.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.3% |
| 7D | +23.5% | -1.3% | +24.7% | +24.3% |
| 30D | +7.5% | +15.5% | -8.0% | -2.6% |
| 3M | -26.6% | +0.6% | -27.2% | -27.5% |
| 6M | -39.5% | +2.1% | -41.6% | -42.7% |
| YTD | -0.3% | -1.6% | +1.3% | -3.6% |
| 1Y | -4.2% | -1.2% | -3.0% | -7.4% |
| All | +322.1% | +27.1% | +295.0% | +241.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling