+22.1%
VMC vs CG
+56.8%
-34.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.0% |
| 7D | -0.5% | -1.3% | +0.7% | -0.2% |
| 30D | -9.1% | -3.2% | -5.9% | -8.3% |
| 3M | -4.1% | +6.2% | -10.4% | -6.2% |
| 6M | -5.5% | -4.7% | -0.9% | -4.8% |
| YTD | -8.9% | -20.6% | +11.7% | -3.1% |
| 1Y | -12.9% | -26.4% | +13.4% | -5.4% |
| 3Y | +22.1% | +55.4% | -33.2% | +1.3% |
| All | +22.1% | +56.8% | -34.6% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling