+1,112.0%
VST vs CMS
+127.3%
+984.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.3% | +11.9% | +11.1% |
| 7D | -9.8% | -0.5% | -9.3% | -9.8% |
| 30D | -25.1% | +7.2% | -32.3% | -27.6% |
| 3M | -11.6% | -1.3% | -10.3% | -11.5% |
| 6M | -20.9% | -4.3% | -16.6% | -20.1% |
| YTD | -22.3% | +2.1% | -24.4% | -23.4% |
| 1Y | -32.0% | -0.6% | -31.4% | -32.3% |
| 3Y | +262.4% | +38.0% | +224.3% | +201.2% |
| 5Y | +563.4% | +33.6% | +529.8% | +455.3% |
| All | +1,112.0% | +127.3% | +984.8% | +817.1% |
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