+652.0%
CMS vs VEU
+168.5%
+483.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.3% | -1.6% | +0.3% | -0.6% |
| 30D | +6.3% | -4.3% | +10.7% | +8.5% |
| 3M | -2.1% | -5.8% | +3.8% | +0.6% |
| 6M | -5.1% | -4.4% | -0.7% | -3.7% |
| YTD | +1.3% | +8.7% | -7.4% | -3.9% |
| 1Y | -1.4% | +12.6% | -14.0% | -8.1% |
| 3Y | +36.9% | +65.2% | -28.3% | +4.1% |
| 5Y | +32.5% | +45.5% | -13.0% | +6.2% |
| 10Y | +126.8% | +142.7% | -16.0% | +34.7% |
| All | +652.0% | +168.5% | +483.5% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling