+0.2%
CMSC vs VT
+53.2%
-53.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.1% |
| 7D | +2.2% | -4.2% | +6.4% | +3.4% |
| 30D | 0.0% | -5.8% | +5.8% | +1.6% |
| 3M | -5.7% | -5.2% | -0.4% | -4.3% |
| 6M | -8.9% | +0.1% | -9.0% | -9.1% |
| YTD | -6.5% | +8.2% | -14.7% | -8.7% |
| 1Y | -9.7% | +10.1% | -19.8% | -12.3% |
| 3Y | +5.4% | +69.7% | -64.3% | -11.1% |
| 5Y | +0.2% | +53.4% | -53.2% | -15.3% |
| All | +0.2% | +53.2% | -53.0% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling