+130.6%
VMC vs CRL
+353.6%
-223.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +1.1% | -1.7% | +2.9% | +1.3% |
| 30D | +17.7% | +14.6% | +3.1% | +12.4% |
| 3M | +1.1% | +24.8% | -23.8% | -6.1% |
| 6M | +1.8% | +94.7% | -92.8% | -17.6% |
| YTD | +1.5% | +73.4% | -71.9% | -16.0% |
| 1Y | -1.1% | +104.7% | -105.8% | -22.3% |
| 3Y | +38.8% | +101.1% | -62.3% | +2.6% |
| 5Y | +49.6% | -10.8% | +60.3% | +44.8% |
| 10Y | +130.6% | +358.8% | -228.2% | +6.1% |
| All | +130.6% | +353.6% | -223.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling