+216.7%
CTVA vs VMC
+114.1%
+102.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -4.5% | -3.8% | -0.7% | -3.0% |
| 30D | +11.3% | -9.7% | +21.0% | +16.0% |
| 3M | +12.3% | -9.6% | +21.9% | +16.5% |
| 6M | +7.2% | -4.8% | +12.0% | +8.1% |
| YTD | +26.0% | -10.9% | +36.9% | +29.7% |
| 1Y | +16.0% | -15.6% | +31.6% | +22.2% |
| 3Y | +73.9% | +19.3% | +54.6% | +52.6% |
| 5Y | +103.8% | +48.0% | +55.8% | +55.5% |
| All | +216.7% | +114.1% | +102.6% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling