+152.5%
VMC vs CG
+324.5%
-172.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -1.8% |
| 7D | -5.3% | -6.4% | +1.1% | -3.0% |
| 30D | -12.3% | -7.1% | -5.2% | -10.0% |
| 3M | -10.3% | -1.6% | -8.7% | -10.1% |
| 6M | -8.6% | -8.3% | -0.2% | -6.4% |
| YTD | -11.9% | -23.8% | +11.9% | -3.9% |
| 1Y | -13.9% | -28.7% | +14.8% | -4.3% |
| 3Y | +18.2% | +49.2% | -31.0% | -5.3% |
| 5Y | +47.7% | +5.5% | +42.2% | +29.6% |
| 10Y | +152.5% | +331.2% | -178.7% | +36.2% |
| All | +152.5% | +324.5% | -172.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling