-9.5%
VMC vs CLBK
+73.3%
-82.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -4.3% | +1.2% | -5.5% | -4.5% |
| 30D | -8.2% | +9.1% | -17.4% | -9.5% |
| 3M | -7.0% | +27.7% | -34.7% | -11.4% |
| 6M | -10.8% | +40.8% | -51.6% | -17.0% |
| YTD | -7.4% | +66.4% | -73.8% | -16.5% |
| 1Y | -9.5% | +72.4% | -81.9% | -18.8% |
| All | -9.5% | +73.3% | -82.8% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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