+806.0%
VMC vs CRL
+1,379.5%
-573.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -4.3% | -1.0% | -3.3% | -4.0% |
| 30D | -8.2% | +10.7% | -18.9% | -10.9% |
| 3M | -7.0% | +55.3% | -62.3% | -18.6% |
| 6M | -10.8% | +60.7% | -71.4% | -23.4% |
| YTD | -7.4% | +44.6% | -52.0% | -18.4% |
| 1Y | -9.5% | +77.7% | -87.2% | -25.4% |
| 3Y | +20.5% | +37.6% | -17.2% | +1.2% |
| 5Y | +51.6% | -35.8% | +87.4% | +55.5% |
| 10Y | +150.0% | +241.7% | -91.7% | +48.0% |
| All | +806.0% | +1,379.5% | -573.5% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling