+136.0%
CMS price history and return analytics
+224.4%
-88.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.7% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +6.6% | -1.7% | +8.3% | +7.2% |
| 3M | +0.8% | -2.3% | +3.1% | +1.7% |
| 6M | -3.3% | +1.5% | -4.9% | -4.4% |
| YTD | +2.7% | +12.0% | -9.3% | -3.2% |
| 1Y | -4.0% | +12.9% | -16.9% | -9.9% |
| 3Y | +37.6% | +74.9% | -37.4% | +2.7% |
| 5Y | +35.4% | +59.9% | -24.5% | +4.6% |
| 10Y | +136.0% | +224.6% | -88.6% | +16.7% |
| All | +136.0% | +224.4% | -88.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling