+44.4%
VMC vs CLBK
+27.9%
+16.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.2% |
| 7D | -1.7% | +2.5% | -4.1% | -2.2% |
| 30D | +15.3% | +3.7% | +11.6% | +14.3% |
| 3M | +0.3% | -3.3% | +3.6% | +1.0% |
| 6M | +0.9% | +29.6% | -28.8% | -5.5% |
| YTD | -1.0% | +60.3% | -61.3% | -12.1% |
| 1Y | -4.3% | +63.4% | -67.8% | -15.5% |
| 3Y | +35.3% | +53.8% | -18.5% | +19.4% |
| 5Y | +44.4% | +29.0% | +15.4% | +25.4% |
| All | +44.4% | +27.9% | +16.5% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling