+34.7%
CMS vs VIG
+59.0%
-24.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -1.3% | -1.8% | +0.5% | -0.4% |
| 30D | +6.3% | +2.7% | +3.6% | +4.8% |
| 3M | -2.1% | 0.0% | -2.0% | -2.1% |
| 6M | -5.1% | +6.8% | -11.8% | -8.4% |
| YTD | +1.3% | +12.1% | -10.8% | -4.9% |
| 1Y | -1.4% | +14.8% | -16.2% | -8.6% |
| 3Y | +36.9% | +62.4% | -25.5% | +1.6% |
| All | +34.7% | +59.0% | -24.4% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling