+1,179.1%
VST vs CMS
+136.3%
+1,042.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +19.2% | -1.3% | +20.4% | +19.7% |
| 30D | -17.2% | +5.3% | -22.4% | -19.3% |
| 3M | -8.1% | -0.3% | -7.8% | -8.4% |
| 6M | -8.1% | -4.0% | -4.1% | -7.3% |
| YTD | -16.3% | +2.1% | -18.4% | -17.5% |
| 1Y | -24.1% | -4.7% | -19.4% | -23.1% |
| 3Y | +300.2% | +36.8% | +263.4% | +234.1% |
| 5Y | +645.9% | +34.9% | +611.1% | +521.2% |
| All | +1,179.1% | +136.3% | +1,042.9% | +891.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling