+900.4%
VMC vs CRL
+1,712.0%
-811.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.3% |
| 7D | +0.3% | +4.4% | -4.1% | -1.3% |
| 30D | +18.6% | +17.1% | +1.5% | +12.6% |
| 3M | +2.0% | +32.1% | -30.0% | -6.6% |
| 6M | +2.6% | +98.9% | -96.3% | -17.3% |
| YTD | +2.3% | +77.1% | -74.9% | -15.8% |
| 1Y | +1.7% | +110.3% | -108.6% | -20.4% |
| 3Y | +41.7% | +108.5% | -66.8% | +4.6% |
| 5Y | +46.6% | -7.9% | +54.5% | +34.5% |
| 10Y | +140.3% | +368.9% | -228.7% | +28.9% |
| All | +900.4% | +1,712.0% | -811.6% | +299.1% |
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