+115.2%
CMS vs VSH
+173.5%
-58.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.5% |
| 7D | +0.4% | +4.1% | -3.7% | +0.1% |
| 30D | -3.6% | -4.2% | +0.6% | -3.4% |
| 3M | -1.9% | -50.0% | +48.1% | +2.5% |
| 6M | -11.0% | +80.2% | -91.2% | -17.7% |
| YTD | +0.2% | +121.1% | -120.9% | -9.4% |
| 1Y | -1.3% | +112.0% | -113.3% | -10.7% |
| 3Y | +35.9% | +22.5% | +13.4% | +29.0% |
| 5Y | +23.1% | +64.0% | -41.0% | +10.7% |
| All | +115.2% | +173.5% | -58.2% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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