+164.1%
VMC vs CLBK
+60.9%
+103.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | +15.5% | +3.4% | +12.1% | +14.0% |
| 3M | +0.6% | -4.3% | +4.9% | +2.2% |
| 6M | +2.1% | +28.4% | -26.3% | -8.2% |
| YTD | -1.6% | +59.4% | -61.0% | -19.2% |
| 1Y | -1.2% | +64.8% | -66.0% | -20.1% |
| 3Y | +35.3% | +50.6% | -15.3% | +9.1% |
| 5Y | +43.6% | +28.3% | +15.3% | +16.1% |
| All | +164.1% | +60.9% | +103.3% | +86.0% |
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