+662.2%
CMS vs VEU
+176.1%
+486.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.8% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | +7.1% | -1.6% | +8.7% | +7.8% |
| 3M | -1.3% | -4.2% | +2.9% | +0.6% |
| 6M | -2.7% | -1.5% | -1.2% | -2.6% |
| YTD | +2.6% | +11.7% | -9.1% | -3.9% |
| 1Y | -2.0% | +15.6% | -17.6% | -9.8% |
| 3Y | +39.6% | +71.7% | -32.1% | +4.2% |
| 5Y | +35.3% | +49.5% | -14.1% | +7.1% |
| 10Y | +132.3% | +145.6% | -13.3% | +37.3% |
| All | +662.2% | +176.1% | +486.1% | +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