+3,482.5%
VMC vs CP
+7,734.8%
-4,252.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | +0.5% | +2.8% | -2.3% | -0.6% |
| 30D | +15.8% | +10.2% | +5.6% | +11.3% |
| 3M | +0.6% | +2.4% | -1.8% | -0.4% |
| 6M | -4.0% | +7.7% | -11.7% | -7.0% |
| YTD | -0.3% | +26.0% | -26.3% | -9.7% |
| 1Y | -0.5% | +34.6% | -35.2% | -12.3% |
| 3Y | +39.6% | +26.7% | +12.9% | +24.1% |
| 5Y | +50.1% | +24.9% | +25.1% | +33.3% |
| 10Y | +163.9% | +258.6% | -94.7% | +51.7% |
| All | +3,482.5% | +7,734.8% | -4,252.3% | +806.6% |
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