-13.9%
VMC vs CG
-29.3%
+15.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.1% |
| 7D | -5.3% | -6.4% | +1.1% | -3.5% |
| 30D | -12.3% | -7.1% | -5.2% | -10.5% |
| 3M | -10.3% | -1.6% | -8.7% | -10.0% |
| 6M | -8.6% | -8.3% | -0.2% | -6.8% |
| YTD | -11.9% | -23.8% | +11.9% | -5.2% |
| 1Y | -13.9% | -28.7% | +14.8% | -5.0% |
| All | -13.9% | -29.3% | +15.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling