+35.5%
CMS vs VSXY
+101.4%
-65.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.4% |
| 7D | +0.5% | +10.2% | -9.7% | +0.3% |
| 30D | +7.4% | +33.6% | -26.2% | +6.8% |
| 3M | +1.9% | +10.8% | -8.9% | +1.6% |
| 6M | -2.3% | +130.5% | -132.9% | -4.3% |
| YTD | +3.0% | +104.4% | -101.5% | +1.0% |
| 1Y | -2.8% | +216.5% | -219.3% | -5.6% |
| 3Y | +37.9% | +465.9% | -428.0% | +29.7% |
| 5Y | +34.0% | +123.1% | -89.2% | +28.2% |
| All | +35.5% | +101.4% | -65.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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