+962.7%
VST vs CMS
+135.9%
+826.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.4% | -15.2% | -14.4% |
| 7D | -15.7% | +4.1% | -19.8% | -17.2% |
| 30D | -17.0% | +10.9% | -27.8% | -20.7% |
| 3M | -15.9% | -0.2% | -15.6% | -16.1% |
| 6M | -25.0% | -4.7% | -20.3% | -24.0% |
| YTD | -25.1% | +3.9% | -29.0% | -26.7% |
| 1Y | -34.9% | +0.4% | -35.2% | -35.3% |
| 3Y | +252.7% | +38.8% | +213.9% | +193.1% |
| 5Y | +582.3% | +37.1% | +545.2% | +465.4% |
| 10Y | +1,076.6% | +132.7% | +943.9% | +771.0% |
| All | +962.7% | +135.9% | +826.8% | +677.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling