+62.1%
VEA vs CMS
+26.5%
+35.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.9% | +1.2% | +0.6% | +1.6% |
| 30D | +0.8% | -3.2% | +3.9% | +1.4% |
| 3M | +5.7% | -2.2% | +7.9% | +5.9% |
| 6M | +13.3% | -9.4% | +22.7% | +15.5% |
| YTD | +18.4% | +0.7% | +17.7% | +17.6% |
| 1Y | +27.0% | +0.4% | +26.6% | +26.1% |
| 3Y | +79.3% | +35.2% | +44.1% | +63.7% |
| 5Y | +62.1% | +24.1% | +38.0% | +48.4% |
| All | +62.1% | +26.5% | +35.6% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling