+35.2%
VWO vs CMS
+23.1%
+12.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | +0.9% | -1.3% | +2.2% | +1.0% |
| 3M | +4.3% | -5.4% | +9.6% | +4.6% |
| 6M | +10.5% | -10.3% | +20.9% | +11.5% |
| YTD | +13.4% | -0.2% | +13.6% | +13.0% |
| 1Y | +18.6% | -0.9% | +19.4% | +18.2% |
| 3Y | +65.8% | +34.0% | +31.8% | +58.8% |
| 5Y | +35.2% | +23.6% | +11.7% | +29.1% |
| All | +35.2% | +23.1% | +12.1% | +29.1% |
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 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