+580.4%
VMC vs CG
+351.2%
+229.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.5% |
| 7D | -4.3% | -4.3% | 0.0% | -2.8% |
| 30D | -8.2% | -5.1% | -3.2% | -6.7% |
| 3M | -7.0% | +8.7% | -15.7% | -10.1% |
| 6M | -10.8% | -9.2% | -1.5% | -8.4% |
| YTD | -7.4% | -18.9% | +11.5% | -1.6% |
| 1Y | -9.5% | -25.6% | +16.1% | -1.3% |
| 3Y | +20.5% | +57.3% | -36.8% | -3.8% |
| 5Y | +51.6% | +10.2% | +41.4% | +32.1% |
| 10Y | +150.0% | +364.2% | -214.2% | +25.9% |
| All | +580.4% | +351.2% | +229.2% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling