-9.5%
VMC vs CPAY
+29.9%
-39.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -4.3% | +2.1% | -6.4% | -4.6% |
| 30D | -8.2% | +5.5% | -13.8% | -9.1% |
| 3M | -7.0% | +16.6% | -23.6% | -9.3% |
| 6M | -10.8% | +26.7% | -37.4% | -14.0% |
| YTD | -7.4% | +38.4% | -45.8% | -12.3% |
| 1Y | -9.5% | +30.1% | -39.6% | -14.0% |
| All | -9.5% | +29.9% | -39.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling