+46.6%
VMC vs CRL
-6.0%
+52.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.6% |
| 7D | +0.3% | +4.4% | -4.1% | -0.8% |
| 30D | +18.6% | +17.1% | +1.5% | +14.0% |
| 3M | +2.0% | +32.1% | -30.0% | -4.6% |
| 6M | +2.6% | +98.9% | -96.3% | -12.9% |
| YTD | +2.3% | +77.1% | -74.9% | -11.6% |
| 1Y | +1.7% | +110.3% | -108.6% | -15.6% |
| 3Y | +41.7% | +108.5% | -66.8% | +12.7% |
| 5Y | +46.6% | -7.9% | +54.5% | +41.3% |
| All | +46.6% | -6.0% | +52.7% | +41.3% |
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