+7,977.5%
CMI vs VRSN
+6,422.7%
+1,554.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.8% |
| 7D | +1.9% | -2.1% | +4.0% | +2.3% |
| 30D | -12.5% | -3.9% | -8.6% | -12.0% |
| 3M | -16.2% | -0.1% | -16.1% | -16.7% |
| 6M | +4.9% | +16.4% | -11.6% | +0.8% |
| YTD | +11.1% | +17.2% | -6.1% | +6.4% |
| 1Y | +43.4% | +1.0% | +42.4% | +41.1% |
| 3Y | +154.1% | +39.1% | +115.0% | +133.5% |
| 5Y | +169.5% | +29.0% | +140.5% | +149.2% |
| 10Y | +503.8% | +275.8% | +228.0% | +352.5% |
| All | +7,977.5% | +6,422.7% | +1,554.8% | +3,502.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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