+866.0%
CMS vs VIG
+623.5%
+242.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | -3.6% | -1.0% | -2.6% | -2.9% |
| 3M | -1.9% | +2.8% | -4.7% | -4.0% |
| 6M | -11.0% | +8.2% | -19.2% | -16.2% |
| YTD | +0.2% | +11.0% | -10.8% | -7.6% |
| 1Y | -1.3% | +16.1% | -17.5% | -12.1% |
| 3Y | +35.9% | +56.2% | -20.2% | -4.5% |
| 5Y | +23.1% | +63.0% | -39.9% | -17.3% |
| 10Y | +117.9% | +241.4% | -123.5% | -20.3% |
| All | +866.0% | +623.5% | +242.5% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling