+123.5%
CMS vs VMC
+159.8%
-36.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +7.2% | +15.8% | -8.6% | +4.8% |
| 3M | -1.3% | +0.6% | -1.8% | -1.5% |
| 6M | -4.3% | -4.0% | -0.3% | -4.0% |
| YTD | +2.1% | -0.3% | +2.4% | +1.6% |
| 1Y | -0.6% | -0.5% | -0.1% | -1.1% |
| 3Y | +38.0% | +39.6% | -1.5% | +29.4% |
| 5Y | +33.6% | +50.1% | -16.4% | +22.4% |
| All | +123.5% | +159.8% | -36.2% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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