-2.3%
VMC vs CAI
-11.0%
+8.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.0% |
| 7D | -5.3% | -3.1% | -2.2% | -5.1% |
| 30D | -12.3% | +2.7% | -15.0% | -12.5% |
| 3M | -10.3% | +41.7% | -52.0% | -13.0% |
| 6M | -8.6% | +26.5% | -35.0% | -11.1% |
| YTD | -11.9% | -10.9% | -0.9% | -12.2% |
| 1Y | -13.9% | -29.2% | +15.3% | -12.6% |
| All | -2.3% | -11.0% | +8.7% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling