+32.7%
CMSC price history and return analytics
+147.7%
-115.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -0.8% | +1.0% | -1.8% | -1.2% |
| 30D | -4.2% | -0.2% | -4.0% | -4.2% |
| 3M | -5.3% | +4.5% | -9.9% | -6.9% |
| 6M | -7.2% | +14.1% | -21.3% | -11.7% |
| YTD | -5.0% | +14.8% | -19.7% | -9.9% |
| 1Y | -8.1% | +21.2% | -29.3% | -14.7% |
| 3Y | +5.6% | +76.6% | -70.9% | -15.9% |
| 5Y | +4.6% | +66.6% | -62.0% | -15.3% |
| All | +32.7% | +147.7% | -115.0% | -17.4% |
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