+52.7%
VMC vs CPB
-38.5%
+91.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | -0.5% | -8.2% | +7.7% | +0.4% |
| 30D | -9.1% | -5.6% | -3.5% | -8.6% |
| 3M | -4.1% | +3.0% | -7.1% | -4.4% |
| 6M | -5.5% | -12.7% | +7.2% | -4.4% |
| YTD | -8.9% | -18.0% | +9.1% | -7.2% |
| 1Y | -12.9% | -31.7% | +18.8% | -10.1% |
| 3Y | +22.1% | -41.0% | +63.1% | +25.9% |
| 5Y | +52.7% | -38.4% | +91.1% | +51.0% |
| All | +52.7% | -38.5% | +91.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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