+31.3%
CMS vs VSXY
+37.7%
-6.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | +0.2% | -10.7% | +10.9% | +0.4% |
| 30D | -1.3% | -24.3% | +23.0% | -0.8% |
| 3M | -5.4% | +1.0% | -6.4% | -5.5% |
| 6M | -10.3% | +57.4% | -67.7% | -11.5% |
| YTD | -0.2% | +39.8% | -40.0% | -1.4% |
| 1Y | -0.9% | +196.5% | -197.3% | -3.7% |
| 3Y | +34.0% | +357.2% | -323.3% | +25.9% |
| 5Y | +23.6% | +18.9% | +4.7% | +19.8% |
| All | +31.3% | +37.7% | -6.3% | +27.0% |
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