-51.4%
VG vs CMS
+13.5%
-64.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.1% |
| 7D | -22.0% | +1.7% | -23.7% | -21.5% |
| 30D | -14.7% | +8.6% | -23.4% | -12.7% |
| 3M | -7.1% | -0.5% | -6.6% | -7.0% |
| 6M | -11.2% | -4.2% | -7.0% | -11.5% |
| YTD | +69.8% | +3.4% | +66.4% | +67.2% |
| 1Y | +49.9% | +0.4% | +49.4% | +48.0% |
| All | -51.4% | +13.5% | -64.9% | -34.4% |
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 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