+3,227.9%
VMC vs CP
+7,669.4%
-4,441.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.3% | -2.7% | -1.7% | -3.2% |
| 30D | -8.2% | +0.2% | -8.4% | -8.3% |
| 3M | -7.0% | +2.6% | -9.6% | -8.1% |
| 6M | -10.8% | +6.0% | -16.7% | -13.0% |
| YTD | -7.4% | +24.9% | -32.3% | -15.8% |
| 1Y | -9.5% | +20.1% | -29.6% | -16.5% |
| 3Y | +20.5% | +16.4% | +4.1% | +11.0% |
| 5Y | +51.6% | +31.7% | +19.8% | +31.8% |
| 10Y | +150.0% | +223.9% | -73.8% | +49.3% |
| All | +3,227.9% | +7,669.4% | -4,441.5% | +745.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling