+156.9%
VEA vs CMS
+134.3%
+22.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -1.4% | +7.4% | -8.8% | -3.4% |
| 3M | -4.1% | +1.9% | -6.0% | -4.7% |
| 6M | -1.3% | -2.3% | +1.0% | -1.1% |
| YTD | +12.1% | +3.0% | +9.1% | +10.5% |
| 1Y | +16.1% | -2.8% | +18.8% | +16.3% |
| 3Y | +73.0% | +37.9% | +35.1% | +54.8% |
| 5Y | +55.1% | +34.0% | +21.2% | +38.4% |
| 10Y | +156.9% | +138.1% | +18.8% | +112.5% |
| All | +156.9% | +134.3% | +22.6% | +112.5% |
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