+37.5%
CMS vs VMC
+35.7%
+1.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -1.3% | -1.7% | +0.4% | -1.1% |
| 30D | +5.3% | +15.3% | -10.0% | +3.5% |
| 3M | -0.3% | +0.3% | -0.6% | -0.5% |
| 6M | -4.0% | +0.9% | -4.9% | -4.3% |
| YTD | +2.1% | -1.0% | +3.2% | +1.9% |
| 1Y | -4.7% | -4.3% | -0.4% | -4.6% |
| All | +37.5% | +35.7% | +1.8% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling