+329.3%
VWO vs CMS
+893.7%
-564.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +2.4% | -3.6% | +6.0% | +4.3% |
| 3M | +2.0% | -1.9% | +3.9% | +2.4% |
| 6M | +10.7% | -11.0% | +21.6% | +16.7% |
| YTD | +14.4% | +0.2% | +14.2% | +13.0% |
| 1Y | +22.7% | -1.3% | +24.0% | +21.7% |
| 3Y | +64.2% | +35.9% | +28.3% | +32.7% |
| 5Y | +35.8% | +23.1% | +12.7% | +12.0% |
| 10Y | +114.7% | +117.9% | -3.2% | +6.2% |
| All | +329.3% | +893.7% | -564.4% | -44.1% |
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 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