+742.0%
CMS vs VCLT
+103.4%
+638.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -3.6% | -0.9% | -2.7% | -3.3% |
| 3M | -1.9% | -3.2% | +1.3% | -0.9% |
| 6M | -11.0% | -3.8% | -7.2% | -9.9% |
| YTD | +0.2% | -2.0% | +2.2% | +0.8% |
| 1Y | -1.3% | -0.8% | -0.5% | -1.1% |
| 3Y | +35.9% | +12.3% | +23.7% | +30.8% |
| 5Y | +23.1% | -15.4% | +38.5% | +26.5% |
| 10Y | +117.9% | +15.7% | +102.2% | +111.6% |
| All | +742.0% | +103.4% | +638.5% | +881.3% |
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 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