+34.7%
CMS vs VCLT
-16.9%
+51.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +6.3% | +3.7% | +2.7% | +4.6% |
| 3M | -2.1% | -1.0% | -1.1% | -1.6% |
| 6M | -5.1% | -3.4% | -1.7% | -3.7% |
| YTD | +1.3% | -2.6% | +3.9% | +2.4% |
| 1Y | -1.4% | -3.3% | +1.9% | +0.1% |
| 3Y | +36.9% | +17.3% | +19.6% | +27.1% |
| All | +34.7% | -16.9% | +51.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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