+32.7%
CMSC vs VT
+148.9%
-116.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -4.2% | +1.0% | -5.2% | -4.6% |
| 3M | -6.4% | +2.4% | -8.8% | -7.3% |
| 6M | -8.4% | +12.0% | -20.4% | -12.3% |
| YTD | -5.0% | +15.3% | -20.4% | -10.1% |
| 1Y | -7.3% | +22.6% | -29.9% | -14.3% |
| 3Y | +5.1% | +74.7% | -69.5% | -15.9% |
| 5Y | +4.2% | +66.1% | -61.9% | -15.6% |
| All | +32.7% | +148.9% | -116.3% | -17.6% |
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