+173.7%
VEA vs CMS
+660.8%
-487.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | +1.9% | -3.6% | +5.5% | +3.7% |
| 3M | +3.2% | -1.9% | +5.1% | +3.6% |
| 6M | +10.2% | -11.0% | +21.2% | +15.8% |
| YTD | +18.9% | +0.2% | +18.7% | +17.7% |
| 1Y | +29.3% | -1.3% | +30.6% | +28.6% |
| 3Y | +76.8% | +35.9% | +40.8% | +46.7% |
| 5Y | +61.2% | +23.1% | +38.1% | +37.6% |
| 10Y | +163.3% | +117.9% | +45.4% | +47.5% |
| All | +173.7% | +660.8% | -487.1% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling