+55.3%
VMC vs CP
+34.7%
+20.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.3% | -2.7% | -1.7% | -3.1% |
| 30D | -8.2% | +0.2% | -8.4% | -8.4% |
| 3M | -7.0% | +2.6% | -9.6% | -8.2% |
| 6M | -10.8% | +6.0% | -16.7% | -13.4% |
| YTD | -7.4% | +24.9% | -32.3% | -17.2% |
| 1Y | -9.5% | +20.1% | -29.6% | -17.6% |
| 3Y | +20.5% | +16.4% | +4.1% | +9.0% |
| All | +55.3% | +34.7% | +20.6% | +26.5% |
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