+1,250.4%
VUG vs CMS
+1,363.9%
-113.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -0.3% | -3.6% | +3.3% | +1.1% |
| 3M | -0.7% | -1.9% | +1.2% | -0.4% |
| 6M | +14.6% | -11.0% | +25.6% | +19.4% |
| YTD | +9.0% | +0.2% | +8.8% | +7.8% |
| 1Y | +14.9% | -1.3% | +16.2% | +14.0% |
| 3Y | +86.0% | +35.9% | +50.1% | +56.9% |
| 5Y | +76.7% | +23.1% | +53.6% | +53.3% |
| 10Y | +411.3% | +117.9% | +293.4% | +224.0% |
| All | +1,250.4% | +1,363.9% | -113.4% | +231.3% |
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 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