-4.4%
CMSD price history and return analytics
+57.0%
-61.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.3% | +2.4% | -6.6% | -4.9% |
| 30D | -1.7% | -1.5% | -0.2% | -1.4% |
| 3M | -9.1% | -4.1% | -5.0% | -8.1% |
| 6M | -15.4% | +0.6% | -15.9% | -15.6% |
| YTD | -12.6% | +11.0% | -23.6% | -15.2% |
| 1Y | -15.1% | +13.3% | -28.4% | -18.1% |
| 3Y | -1.7% | +73.4% | -75.1% | -16.9% |
| All | -4.4% | +57.0% | -61.5% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling