+31.9%
CMS vs VSXY
+37.4%
-5.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | +0.4% | -14.0% | +14.4% | +0.7% |
| 30D | -3.6% | -15.9% | +12.3% | -3.3% |
| 3M | -1.9% | +3.4% | -5.3% | -2.1% |
| 6M | -11.0% | +25.9% | -36.9% | -11.8% |
| YTD | +0.2% | +39.5% | -39.3% | -1.0% |
| 1Y | -1.3% | +194.4% | -195.7% | -4.2% |
| 3Y | +35.9% | +281.4% | -245.5% | +28.7% |
| 5Y | +23.1% | +12.8% | +10.3% | +19.5% |
| All | +31.9% | +37.4% | -5.5% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling