+115.8%
CMS vs VEU
+149.3%
-33.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.2% | +1.7% | -0.4% | +0.6% |
| 30D | -3.2% | +1.0% | -4.1% | -3.5% |
| 3M | -2.2% | +5.6% | -7.8% | -4.5% |
| 6M | -9.4% | +13.7% | -23.1% | -14.5% |
| YTD | +0.7% | +17.7% | -17.0% | -6.5% |
| 1Y | +0.4% | +25.8% | -25.4% | -9.4% |
| 3Y | +35.2% | +77.1% | -41.9% | +4.0% |
| 5Y | +24.1% | +57.1% | -33.0% | -0.3% |
| 10Y | +115.8% | +149.8% | -34.0% | +22.2% |
| All | +115.8% | +149.3% | -33.5% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling