+420.1%
CORZ vs VMC
+19.6%
+400.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +8.4% | -4.3% | +12.7% | +11.4% |
| 30D | -17.8% | -8.2% | -9.6% | -13.3% |
| 3M | -35.9% | -7.0% | -28.9% | -34.6% |
| 6M | +12.9% | -10.8% | +23.7% | +18.7% |
| YTD | +22.9% | -7.4% | +30.3% | +24.5% |
| 1Y | +31.4% | -9.5% | +40.8% | +35.3% |
| All | +420.1% | +19.6% | +400.4% | +340.8% |
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 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