-13.9%
VMC vs CRL
+66.2%
-80.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -5.3% | -4.6% | -0.7% | -4.6% |
| 30D | -12.3% | +0.5% | -12.7% | -12.3% |
| 3M | -10.3% | +46.6% | -56.9% | -16.1% |
| 6M | -8.6% | +57.3% | -65.8% | -16.0% |
| YTD | -11.9% | +39.5% | -51.4% | -17.8% |
| 1Y | -13.9% | +76.9% | -90.8% | -22.5% |
| All | -13.9% | +66.2% | -80.1% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling