+121.7%
CMS price history and return analytics
+215.5%
-93.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | -1.3% | -2.3% | +1.0% | -0.4% |
| 30D | +6.3% | -5.0% | +11.3% | +8.5% |
| 3M | -2.1% | -4.9% | +2.8% | -0.1% |
| 6M | -5.1% | -1.5% | -3.5% | -4.9% |
| YTD | +1.3% | +8.5% | -7.2% | -3.2% |
| 1Y | -1.4% | +11.4% | -12.8% | -6.9% |
| 3Y | +36.9% | +70.1% | -33.1% | +3.4% |
| 5Y | +32.5% | +53.7% | -21.2% | +4.2% |
| All | +121.7% | +215.5% | -93.8% | +11.1% |
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