+111.6%
VWO vs CMS
+120.6%
-9.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -0.3% | -2.8% | +2.5% | +0.2% |
| 3M | +4.0% | -7.1% | +11.1% | +5.3% |
| 6M | +8.1% | -10.0% | +18.1% | +10.1% |
| YTD | +11.6% | -0.9% | +12.6% | +11.3% |
| 1Y | +16.2% | -2.0% | +18.2% | +16.1% |
| 3Y | +63.3% | +33.0% | +30.3% | +50.9% |
| 5Y | +33.4% | +24.3% | +9.1% | +23.8% |
| All | +111.6% | +120.6% | -9.0% | +68.6% |
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 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