+138.1%
CMS vs VFC
-46.8%
+184.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.5% | +3.5% | -3.0% | +0.1% |
| 30D | +7.4% | +38.3% | -30.8% | +4.0% |
| 3M | +1.9% | +40.2% | -38.3% | -1.6% |
| 6M | -2.3% | +10.6% | -13.0% | -3.8% |
| YTD | +3.0% | +16.7% | -13.8% | +0.4% |
| 1Y | -2.8% | +45.0% | -47.8% | -7.6% |
| 3Y | +37.9% | +48.8% | -10.9% | +21.8% |
| 5Y | +34.0% | -67.6% | +101.5% | +53.5% |
| 10Y | +138.1% | -47.5% | +185.7% | +139.7% |
| All | +138.1% | -46.8% | +184.9% | +139.7% |
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