+30.2%
CMSC price history and return analytics
+134.1%
-103.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +1.5% | -2.3% | +3.8% | +2.3% |
| 30D | +1.6% | -5.0% | +6.6% | +3.5% |
| 3M | -6.0% | -4.9% | -1.1% | -4.3% |
| 6M | -9.7% | -1.5% | -8.2% | -9.4% |
| YTD | -6.8% | +8.5% | -15.3% | -9.9% |
| 1Y | -9.8% | +11.4% | -21.2% | -13.6% |
| 3Y | +4.7% | +70.1% | -65.3% | -15.6% |
| 5Y | -0.2% | +53.7% | -53.9% | -16.7% |
| All | +30.2% | +134.1% | -103.9% | -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 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