-40.0%
VST vs CMS
-0.1%
-39.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.7% | -6.0% |
| 7D | -19.9% | +1.7% | -21.6% | -20.4% |
| 30D | -29.7% | +8.6% | -38.3% | -32.3% |
| 3M | -19.6% | -0.5% | -19.1% | -19.7% |
| 6M | -29.4% | -4.2% | -25.2% | -28.6% |
| YTD | -29.7% | +3.4% | -33.2% | -31.8% |
| 1Y | -40.0% | +0.4% | -40.5% | -41.2% |
| All | -40.0% | -0.1% | -39.9% | -41.2% |
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