+23.4%
CMSD vs VT
+144.0%
-120.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.0% |
| 7D | +2.4% | -4.2% | +6.6% | +4.0% |
| 30D | -0.8% | -5.8% | +5.0% | +1.4% |
| 3M | -6.9% | -5.2% | -1.7% | -5.1% |
| 6M | -10.5% | +0.1% | -10.6% | -10.7% |
| YTD | -8.6% | +8.2% | -16.8% | -11.6% |
| 1Y | -10.5% | +10.1% | -20.6% | -14.0% |
| 3Y | +4.0% | +69.7% | -65.6% | -16.7% |
| 5Y | -1.3% | +53.4% | -54.7% | -17.9% |
| All | +23.4% | +144.0% | -120.6% | -22.8% |
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