+24.1%
CMS vs VCLT
-15.1%
+39.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -3.2% | -0.6% | -2.6% | -2.9% |
| 3M | -2.2% | -2.2% | 0.0% | -1.2% |
| 6M | -9.4% | -2.9% | -6.5% | -8.3% |
| YTD | +0.7% | -2.1% | +2.7% | +1.6% |
| 1Y | +0.4% | -2.6% | +2.9% | +1.5% |
| 3Y | +35.2% | +12.5% | +22.7% | +27.7% |
| 5Y | +24.1% | -15.3% | +39.4% | +19.3% |
| All | +24.1% | -15.1% | +39.2% | +19.3% |
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