-39.3%
VG vs CMS
+9.9%
-49.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.5% |
| 7D | +1.7% | +0.4% | +1.3% | +1.8% |
| 30D | +16.0% | -3.6% | +19.6% | +15.0% |
| 3M | +9.7% | -1.9% | +11.6% | +9.6% |
| 6M | +29.6% | -11.0% | +40.5% | +26.7% |
| YTD | +112.0% | +0.2% | +111.8% | +106.7% |
| 1Y | +12.8% | -1.3% | +14.1% | +10.5% |
| All | -39.3% | +9.9% | -49.2% | -18.9% |
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