+115.8%
CMS vs VIG
+240.3%
-124.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +1.2% | -0.4% | +1.6% | +1.5% |
| 30D | -3.2% | -2.1% | -1.1% | -1.8% |
| 3M | -2.2% | +3.3% | -5.5% | -4.4% |
| 6M | -9.4% | +9.3% | -18.7% | -14.7% |
| YTD | +0.7% | +10.1% | -9.5% | -5.8% |
| 1Y | +0.4% | +14.7% | -14.4% | -8.7% |
| 3Y | +35.2% | +56.9% | -21.8% | -2.0% |
| 5Y | +24.1% | +62.9% | -38.8% | -13.3% |
| 10Y | +115.8% | +241.3% | -125.5% | -12.0% |
| All | +115.8% | +240.3% | -124.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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