+23.3%
CMSD price history and return analytics
+144.6%
-121.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.0% | -2.3% | +4.3% | +2.8% |
| 30D | +1.5% | -5.0% | +6.4% | +3.3% |
| 3M | -6.7% | -4.9% | -1.9% | -5.1% |
| 6M | -11.1% | -1.5% | -9.5% | -10.8% |
| YTD | -8.7% | +8.5% | -17.1% | -11.7% |
| 1Y | -10.6% | +11.4% | -21.9% | -14.5% |
| 3Y | +3.3% | +70.1% | -66.8% | -17.3% |
| 5Y | -1.4% | +53.7% | -55.2% | -18.1% |
| All | +23.3% | +144.6% | -121.3% | -23.0% |
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