+26.6%
CMSD vs VT
+160.0%
-133.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | +0.4% | -2.8% | -2.5% |
| 30D | -4.5% | +1.0% | -5.5% | -4.9% |
| 3M | -7.1% | +2.4% | -9.5% | -8.0% |
| 6M | -8.2% | +12.0% | -20.2% | -12.2% |
| YTD | -6.2% | +15.3% | -21.5% | -11.3% |
| 1Y | -8.0% | +22.6% | -30.6% | -15.1% |
| 3Y | +3.7% | +74.7% | -70.9% | -17.6% |
| 5Y | +3.1% | +66.1% | -63.0% | -16.8% |
| All | +26.6% | +160.0% | -133.4% | -22.6% |
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