+768.9%
CMS price history and return analytics
+345.0%
+424.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +1.7% |
| 7D | +1.7% | -4.2% | +5.8% | +3.9% |
| 30D | +8.6% | -5.8% | +14.4% | +11.9% |
| 3M | -0.5% | -5.2% | +4.8% | +2.2% |
| 6M | -4.2% | +0.1% | -4.3% | -4.9% |
| YTD | +3.4% | +8.2% | -4.8% | -1.8% |
| 1Y | +0.4% | +10.1% | -9.7% | -5.6% |
| 3Y | +38.2% | +69.7% | -31.4% | +0.6% |
| 5Y | +35.4% | +53.4% | -18.0% | +3.0% |
| 10Y | +131.7% | +219.2% | -87.5% | +11.1% |
| All | +768.9% | +345.0% | +424.0% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling