-9.5%
VMC vs CAI
-31.3%
+21.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -4.3% | -2.2% | -2.1% | -4.2% |
| 30D | -8.2% | +52.4% | -60.6% | -11.3% |
| 3M | -7.0% | +45.1% | -52.1% | -9.9% |
| 6M | -10.8% | +26.2% | -37.0% | -13.1% |
| YTD | -7.4% | -7.1% | -0.3% | -8.4% |
| 1Y | -9.5% | -31.0% | +21.5% | -6.3% |
| All | -9.5% | -31.3% | +21.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling