+0.4%
CMS vs VIG
+14.9%
-14.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | -3.2% | -2.1% | -1.1% | -2.8% |
| 3M | -2.2% | +3.3% | -5.5% | -2.9% |
| 6M | -9.4% | +9.3% | -18.7% | -11.4% |
| YTD | +0.7% | +10.1% | -9.5% | -1.9% |
| 1Y | +0.4% | +14.7% | -14.4% | -3.4% |
| All | +0.4% | +14.9% | -14.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling