+22.0%
CMSD price history and return analytics
+152.6%
-130.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.2% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +1.3% | -1.7% | +3.1% | +1.9% |
| 3M | -6.3% | -2.3% | -4.0% | -5.5% |
| 6M | -12.8% | +1.5% | -14.3% | -13.4% |
| YTD | -9.7% | +12.0% | -21.7% | -13.7% |
| 1Y | -12.7% | +12.9% | -25.5% | -16.9% |
| 3Y | +2.9% | +74.9% | -72.0% | -18.5% |
| 5Y | -1.4% | +59.9% | -61.3% | -19.3% |
| All | +22.0% | +152.6% | -130.6% | -24.7% |
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