+22.1%
VMC vs CRL
+37.9%
-15.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -1.2% |
| 7D | -0.5% | -0.6% | 0.0% | -0.4% |
| 30D | -9.1% | +5.0% | -14.1% | -9.9% |
| 3M | -4.1% | +50.6% | -54.7% | -11.0% |
| 6M | -5.5% | +60.9% | -66.5% | -13.9% |
| YTD | -8.9% | +40.7% | -49.7% | -15.2% |
| 1Y | -12.9% | +73.3% | -86.2% | -22.1% |
| 3Y | +22.1% | +40.6% | -18.4% | +16.9% |
| All | +22.1% | +37.9% | -15.8% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling