+77.7%
VUG vs CMS
+35.4%
+42.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.6% |
| 7D | -3.4% | -1.3% | -2.1% | -3.6% |
| 30D | -11.1% | +6.3% | -17.4% | -10.3% |
| 3M | -7.2% | -2.1% | -5.2% | -7.4% |
| 6M | -4.1% | -5.1% | +1.0% | -4.7% |
| YTD | +1.4% | +1.3% | +0.1% | +1.5% |
| 1Y | +1.9% | -1.4% | +3.3% | +1.9% |
| 3Y | +77.7% | +36.9% | +40.8% | +77.6% |
| All | +77.7% | +35.4% | +42.4% | +77.6% |
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