+132.3%
CMS vs VFC
-44.8%
+177.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | -0.9% | +7.7% | -8.6% | -1.7% |
| 30D | +7.1% | +39.2% | -32.1% | +3.6% |
| 3M | -1.3% | +40.3% | -41.6% | -4.7% |
| 6M | -2.7% | +11.4% | -14.0% | -4.2% |
| YTD | +2.6% | +17.5% | -14.9% | 0.0% |
| 1Y | -2.0% | +45.9% | -47.9% | -6.9% |
| 3Y | +39.6% | +47.3% | -7.7% | +23.6% |
| 5Y | +35.3% | -67.2% | +102.5% | +54.7% |
| 10Y | +132.3% | -46.1% | +178.4% | +133.7% |
| All | +132.3% | -44.8% | +177.1% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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