-15.6%
VMC vs CAI
-26.7%
+11.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.8% |
| 7D | -3.8% | -2.9% | -0.9% | -3.6% |
| 30D | -9.7% | +9.3% | -19.0% | -10.4% |
| 3M | -9.6% | +35.2% | -44.9% | -11.8% |
| 6M | -4.8% | +30.7% | -35.6% | -7.5% |
| YTD | -10.9% | -9.8% | -1.1% | -11.8% |
| 1Y | -15.6% | -28.9% | +13.3% | -14.9% |
| All | -15.6% | -26.7% | +11.1% | -14.9% |
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