+43.6%
VMC vs CP
+25.5%
+18.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -1.3% | +2.1% | -3.4% | -2.3% |
| 30D | +15.5% | +9.3% | +6.1% | +10.6% |
| 3M | +0.6% | +0.5% | +0.1% | +0.3% |
| 6M | +2.1% | +10.4% | -8.3% | -2.8% |
| YTD | -1.6% | +28.7% | -30.3% | -13.2% |
| 1Y | -1.2% | +33.2% | -34.4% | -14.3% |
| 3Y | +35.3% | +38.4% | -3.1% | +11.3% |
| All | +43.6% | +25.5% | +18.0% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling