+508.2%
VMC vs CPAY
+1,524.4%
-1,016.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | -5.3% | -2.5% | -2.8% | -4.4% |
| 30D | -12.3% | +1.3% | -13.6% | -12.8% |
| 3M | -10.3% | +13.5% | -23.8% | -14.9% |
| 6M | -8.6% | +24.7% | -33.3% | -17.2% |
| YTD | -11.9% | +34.9% | -46.8% | -23.5% |
| 1Y | -13.9% | +29.7% | -43.6% | -24.5% |
| 3Y | +18.2% | +49.4% | -31.2% | -5.2% |
| 5Y | +47.7% | +53.5% | -5.7% | +14.7% |
| 10Y | +152.5% | +152.5% | 0.0% | +48.8% |
| All | +508.2% | +1,524.4% | -1,016.2% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling