+484.0%
V vs CMS
+140.2%
+343.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | +9.0% | +6.2% | +2.8% | +6.6% |
| 3M | +16.7% | +0.6% | +16.1% | +16.4% |
| 6M | +33.4% | -1.8% | +35.2% | +34.0% |
| YTD | +22.4% | +3.8% | +18.5% | +19.8% |
| 1Y | +27.7% | -1.8% | +29.5% | +27.7% |
| 3Y | +78.0% | +39.8% | +38.2% | +53.2% |
| 5Y | +108.5% | +37.1% | +71.4% | +77.1% |
| All | +484.0% | +140.2% | +343.8% | +343.4% |
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