+750.8%
CMS vs VCLT
+102.2%
+648.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | -2.1% | -1.0% | -1.1% | -1.7% |
| 6M | -5.1% | -3.4% | -1.7% | -4.0% |
| YTD | +1.3% | -2.6% | +3.9% | +2.1% |
| 1Y | -1.4% | -3.3% | +1.9% | -0.3% |
| 3Y | +36.9% | +17.3% | +19.6% | +30.1% |
| 5Y | +32.5% | -17.0% | +49.5% | +36.9% |
| 10Y | +126.8% | +18.1% | +108.6% | +120.8% |
| All | +750.8% | +102.2% | +648.6% | +893.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling