+73.0%
VEA vs CMS
+37.0%
+36.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.8% | -1.3% | +3.1% | +2.0% |
| 30D | -0.9% | +5.3% | -6.2% | -1.6% |
| 3M | -5.0% | -0.3% | -4.7% | -5.0% |
| 6M | 0.0% | -4.0% | +4.0% | +0.3% |
| YTD | +12.2% | +2.1% | +10.1% | +11.3% |
| 1Y | +14.7% | -4.7% | +19.4% | +15.3% |
| All | +73.0% | +37.0% | +36.0% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling