+32.9%
CMSC vs VT
+140.2%
-107.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.1% |
| 7D | +3.2% | +0.4% | +2.9% | +3.1% |
| 30D | +2.6% | -2.6% | +5.2% | +3.5% |
| 3M | -4.1% | -3.2% | -0.9% | -3.1% |
| 6M | -8.3% | +0.9% | -9.2% | -8.8% |
| YTD | -4.9% | +11.3% | -16.2% | -8.9% |
| 1Y | -8.2% | +14.0% | -22.2% | -12.8% |
| 3Y | +7.8% | +75.8% | -68.0% | -14.1% |
| 5Y | +1.7% | +57.8% | -56.1% | -16.0% |
| All | +32.9% | +140.2% | -107.4% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling