+137.1%
VMC vs CLBK
+65.6%
+71.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -3.7% | -1.4% | -2.3% | -3.2% |
| 30D | -12.8% | +4.5% | -17.3% | -14.4% |
| 3M | -7.9% | +22.8% | -30.7% | -15.5% |
| 6M | -7.5% | +43.4% | -50.9% | -20.3% |
| YTD | -11.6% | +64.1% | -75.7% | -28.2% |
| 1Y | -14.3% | +67.6% | -81.8% | -31.3% |
| 3Y | +18.5% | +53.3% | -34.8% | -5.1% |
| 5Y | +46.8% | +44.8% | +1.9% | +9.8% |
| All | +137.1% | +65.6% | +71.5% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling