-1.2%
VMC vs CLBK
+63.8%
-65.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +15.5% | +3.4% | +12.1% | +14.9% |
| 3M | +0.6% | -4.3% | +4.9% | +1.1% |
| 6M | +2.1% | +28.4% | -26.3% | -3.5% |
| YTD | -1.6% | +59.4% | -61.0% | -10.7% |
| 1Y | -1.2% | +64.8% | -66.0% | -10.3% |
| All | -1.2% | +63.8% | -65.0% | -10.3% |
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 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