+25.3%
CMSD vs VT
+150.9%
-125.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.7% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | +2.2% | -2.6% | +4.8% | +3.1% |
| 3M | -4.5% | -3.2% | -1.3% | -3.4% |
| 6M | -10.1% | +0.9% | -11.0% | -10.6% |
| YTD | -7.2% | +11.3% | -18.5% | -11.1% |
| 1Y | -9.4% | +14.0% | -23.4% | -14.1% |
| 3Y | +6.0% | +75.8% | -69.8% | -16.2% |
| 5Y | 0.0% | +57.8% | -57.8% | -17.7% |
| All | +25.3% | +150.9% | -125.6% | -22.5% |
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 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