+36.9%
CMS vs ROIV
+314.9%
-278.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -2.3% |
| 7D | -1.3% | +5.3% | -6.6% | -1.5% |
| 30D | +6.3% | +11.9% | -5.6% | +5.9% |
| 3M | -2.1% | +10.7% | -12.8% | -2.5% |
| 6M | -5.1% | +34.9% | -40.0% | -6.4% |
| YTD | +1.3% | +79.2% | -77.9% | -2.2% |
| 1Y | -1.4% | +89.0% | -90.4% | -5.2% |
| 3Y | +36.9% | +337.3% | -300.4% | +16.8% |
| All | +36.9% | +314.9% | -278.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling