+35.3%
VMC vs CP
+36.4%
-1.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -1.3% | +2.1% | -3.4% | -2.1% |
| 30D | +15.5% | +9.3% | +6.1% | +11.3% |
| 3M | +0.6% | +0.5% | +0.1% | +0.3% |
| 6M | +2.1% | +10.4% | -8.3% | -2.0% |
| YTD | -1.6% | +28.7% | -30.3% | -10.8% |
| 1Y | -1.2% | +33.2% | -34.4% | -11.6% |
| 3Y | +35.3% | +38.4% | -3.1% | +20.0% |
| All | +35.3% | +36.4% | -1.1% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling