+132.3%
CMS vs VIG
+267.0%
-134.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | +7.1% | +4.3% | +2.8% | +4.1% |
| 3M | -1.3% | +2.0% | -3.3% | -2.7% |
| 6M | -2.7% | +10.2% | -12.8% | -8.8% |
| YTD | +2.6% | +14.8% | -12.2% | -6.5% |
| 1Y | -2.0% | +17.5% | -19.5% | -12.1% |
| 3Y | +39.6% | +67.4% | -27.8% | -3.0% |
| 5Y | +35.3% | +63.4% | -28.0% | -5.2% |
| 10Y | +132.3% | +259.9% | -127.6% | -10.2% |
| All | +132.3% | +267.0% | -134.7% | -10.2% |
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