+25.7%
VWO vs CMS
+34.5%
-8.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +4.0% | -1.3% | +5.3% | +4.1% |
| 30D | -5.4% | +5.3% | -10.7% | -5.9% |
| 3M | -6.4% | -0.3% | -6.1% | -6.4% |
| 6M | -4.7% | -4.0% | -0.6% | -4.5% |
| YTD | +5.3% | +2.1% | +3.2% | +4.7% |
| 1Y | +4.3% | -4.7% | +9.1% | +4.6% |
| 3Y | +55.9% | +36.8% | +19.1% | +48.3% |
| 5Y | +25.7% | +34.9% | -9.1% | +21.2% |
| All | +25.7% | +34.5% | -8.8% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling