-2.8%
CMS vs VEU
+13.9%
-16.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | +7.4% | -2.3% | +9.7% | +7.3% |
| 3M | +1.9% | -4.4% | +6.3% | +1.7% |
| 6M | -2.3% | -2.2% | -0.2% | -2.3% |
| YTD | +3.0% | +10.9% | -8.0% | +0.1% |
| 1Y | -2.8% | +13.4% | -16.1% | -6.0% |
| All | -2.8% | +13.9% | -16.7% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling