+36.6%
CTVA vs VMC
+42.8%
-6.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -20.8% | -1.3% | -19.5% | -20.3% |
| 30D | -29.6% | +15.5% | -45.1% | -32.7% |
| 3M | -16.9% | +0.6% | -17.5% | -17.1% |
| 6M | -24.3% | +2.1% | -26.3% | -25.1% |
| YTD | -5.6% | -1.6% | -4.0% | -6.5% |
| 1Y | -4.2% | -1.2% | -3.0% | -5.3% |
| 3Y | +43.3% | +35.3% | +8.0% | +24.4% |
| All | +36.6% | +42.8% | -6.2% | +13.9% |
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