+454.5%
V vs CMS
+134.3%
+320.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +9.7% | +7.4% | +2.3% | +6.9% |
| 3M | +17.3% | +1.9% | +15.4% | +16.4% |
| 6M | +33.2% | -2.3% | +35.5% | +34.1% |
| YTD | +21.3% | +3.0% | +18.4% | +19.1% |
| 1Y | +27.3% | -2.8% | +30.1% | +27.8% |
| 3Y | +76.1% | +37.9% | +38.2% | +52.4% |
| 5Y | +103.5% | +34.0% | +69.5% | +74.5% |
| 10Y | +454.5% | +138.1% | +316.3% | +315.0% |
| All | +454.5% | +134.3% | +320.1% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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