+638.1%
VMC vs CG
+295.0%
+343.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -4.3% | -3.8% | -0.5% | -3.0% |
| 30D | +16.2% | +7.5% | +8.7% | +13.2% |
| 3M | -0.8% | -14.4% | +13.5% | +4.5% |
| 6M | +1.2% | -15.7% | +16.8% | +6.8% |
| YTD | +0.5% | -29.0% | +29.4% | +11.8% |
| 1Y | -2.9% | -22.1% | +19.2% | +4.4% |
| 3Y | +37.3% | +49.1% | -11.8% | +11.8% |
| 5Y | +48.8% | -18.4% | +67.2% | +45.0% |
| 10Y | +131.4% | +295.1% | -163.7% | +23.2% |
| All | +638.1% | +295.0% | +343.1% | +267.3% |
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 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