+47.7%
VMC vs CRL
-37.6%
+85.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -5.3% | -4.6% | -0.7% | -4.4% |
| 30D | -12.3% | +0.5% | -12.7% | -12.4% |
| 3M | -10.3% | +46.6% | -56.9% | -17.8% |
| 6M | -8.6% | +57.3% | -65.8% | -18.1% |
| YTD | -11.9% | +39.5% | -51.4% | -19.2% |
| 1Y | -13.9% | +76.9% | -90.8% | -25.6% |
| 3Y | +18.2% | +39.4% | -21.2% | +4.6% |
| 5Y | +47.7% | -37.2% | +84.9% | +50.2% |
| All | +47.7% | -37.6% | +85.4% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling