+35.3%
CMS vs VSXY
+125.0%
-89.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.5% | +0.4% |
| 7D | -0.9% | +15.2% | -16.1% | -1.2% |
| 30D | +7.1% | +37.0% | -29.9% | +6.4% |
| 3M | -1.3% | +15.2% | -16.5% | -1.6% |
| 6M | -2.7% | +136.3% | -139.0% | -4.7% |
| YTD | +2.6% | +109.6% | -106.9% | +0.5% |
| 1Y | -2.0% | +223.7% | -225.7% | -5.0% |
| 3Y | +39.6% | +516.3% | -476.7% | +30.3% |
| 5Y | +35.3% | +125.1% | -89.8% | +28.9% |
| All | +35.3% | +125.0% | -89.6% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling