+295.0%
VWO vs CMS
+912.9%
-617.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +4.0% | -1.3% | +5.3% | +4.7% |
| 30D | -5.4% | +5.3% | -10.7% | -8.2% |
| 3M | -6.4% | -0.3% | -6.1% | -6.5% |
| 6M | -4.7% | -4.0% | -0.6% | -3.5% |
| YTD | +5.3% | +2.1% | +3.2% | +2.7% |
| 1Y | +4.3% | -4.7% | +9.1% | +5.5% |
| 3Y | +55.9% | +36.8% | +19.1% | +25.7% |
| 5Y | +25.7% | +34.9% | -9.1% | -1.8% |
| 10Y | +111.0% | +134.7% | -23.7% | -1.2% |
| All | +295.0% | +912.9% | -617.8% | -49.2% |
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 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