+105.9%
CTVA vs VMC
+46.8%
+59.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +1.9% | -0.3% |
| 7D | -5.8% | -5.3% | -0.5% | -4.2% |
| 30D | +11.1% | -12.3% | +23.3% | +15.5% |
| 3M | +13.2% | -10.3% | +23.5% | +16.6% |
| 6M | +8.7% | -8.6% | +17.3% | +10.8% |
| YTD | +27.3% | -11.9% | +39.2% | +30.5% |
| 1Y | +18.0% | -13.9% | +31.9% | +21.8% |
| 3Y | +76.5% | +18.2% | +58.3% | +60.5% |
| All | +105.9% | +46.8% | +59.1% | +67.0% |
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