-1.8%
CMS vs VSXY
+202.3%
-204.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.7% |
| 7D | +1.7% | -1.7% | +3.5% | +1.8% |
| 30D | +6.2% | +20.1% | -13.9% | +5.9% |
| 3M | +0.6% | +16.6% | -16.0% | +0.4% |
| 6M | -1.8% | +134.9% | -136.7% | -3.3% |
| YTD | +3.8% | +96.0% | -92.1% | +2.2% |
| 1Y | -1.8% | +203.8% | -205.5% | -2.2% |
| All | -1.8% | +202.3% | -204.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling