+294.7%
VWO vs CMS
+929.8%
-635.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.0% |
| 7D | +2.0% | +1.7% | +0.2% | +1.0% |
| 30D | -4.3% | +6.2% | -10.5% | -7.5% |
| 3M | -6.4% | +0.6% | -7.0% | -7.0% |
| 6M | -5.6% | -1.8% | -3.9% | -5.6% |
| YTD | +5.2% | +3.8% | +1.4% | +1.7% |
| 1Y | +5.2% | -1.8% | +6.9% | +4.6% |
| 3Y | +55.5% | +39.8% | +15.7% | +23.9% |
| 5Y | +25.6% | +37.1% | -11.5% | -2.8% |
| 10Y | +110.8% | +138.6% | -27.8% | -2.1% |
| All | +294.7% | +929.8% | -635.1% | -49.7% |
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