+130.6%
VMC vs CP
+255.2%
-124.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +1.1% | +2.8% | -1.7% | -0.3% |
| 30D | +17.7% | +11.0% | +6.6% | +11.3% |
| 3M | +1.1% | +3.8% | -2.8% | -1.0% |
| 6M | +1.8% | +9.5% | -7.6% | -3.1% |
| YTD | +1.5% | +28.2% | -26.7% | -11.6% |
| 1Y | -1.1% | +33.0% | -34.1% | -15.5% |
| 3Y | +38.8% | +35.5% | +3.2% | +14.1% |
| 5Y | +49.6% | +25.8% | +23.8% | +26.1% |
| 10Y | +130.6% | +250.7% | -120.1% | +8.0% |
| All | +130.6% | +255.2% | -124.6% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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