+644.2%
CMS vs VEU
+192.1%
+452.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +0.4% | +1.1% | -0.8% | -0.2% |
| 30D | -3.6% | +2.2% | -5.8% | -4.6% |
| 3M | -1.9% | +3.0% | -4.9% | -3.7% |
| 6M | -11.0% | +10.9% | -21.8% | -16.0% |
| YTD | +0.2% | +18.2% | -18.0% | -8.6% |
| 1Y | -1.3% | +28.3% | -29.6% | -13.6% |
| 3Y | +35.9% | +74.6% | -38.7% | +0.9% |
| 5Y | +23.1% | +56.4% | -33.3% | -4.6% |
| 10Y | +117.9% | +153.0% | -35.1% | +27.3% |
| All | +644.2% | +192.1% | +452.1% | +264.2% |
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 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