+36.9%
CMS vs VFC
+39.5%
-2.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.1% |
| 7D | -1.3% | +11.2% | -12.5% | -1.6% |
| 30D | +6.3% | +41.5% | -35.2% | +5.4% |
| 3M | -2.1% | +38.9% | -41.0% | -2.8% |
| 6M | -5.1% | +6.1% | -11.2% | -5.4% |
| YTD | +1.3% | +14.5% | -13.3% | +0.6% |
| 1Y | -1.4% | +46.0% | -47.3% | -2.7% |
| 3Y | +36.9% | +36.4% | +0.6% | +29.2% |
| All | +36.9% | +39.5% | -2.6% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling