+50.0%
VG vs CMS
-1.6%
+51.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | -0.7% |
| 7D | -22.0% | -1.3% | -20.7% | -22.3% |
| 30D | -11.6% | +6.3% | -18.0% | -10.0% |
| 3M | -14.9% | -2.1% | -12.8% | -15.4% |
| 6M | -3.5% | -5.1% | +1.6% | -4.0% |
| YTD | +70.0% | +1.3% | +68.7% | +48.9% |
| 1Y | +50.0% | -1.4% | +51.4% | +35.3% |
| All | +50.0% | -1.6% | +51.6% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling