+25.4%
CMSA vs VT
+135.6%
-110.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.8% |
| 7D | +2.2% | -4.2% | +6.4% | +3.7% |
| 30D | -0.5% | -5.8% | +5.3% | +1.6% |
| 3M | -6.0% | -5.2% | -0.7% | -4.3% |
| 6M | -9.4% | +0.1% | -9.6% | -9.6% |
| YTD | -8.0% | +8.2% | -16.3% | -10.8% |
| 1Y | -10.7% | +10.1% | -20.8% | -14.0% |
| 3Y | +0.3% | +69.7% | -69.3% | -18.1% |
| 5Y | -3.8% | +53.4% | -57.2% | -18.9% |
| All | +25.4% | +135.6% | -110.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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