+37.3%
CMS vs ROIV
+200.3%
-163.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | +0.4% | +0.6% | -0.3% | +0.3% |
| 30D | -3.6% | +1.0% | -4.6% | -3.6% |
| 3M | -1.9% | +18.3% | -20.2% | -2.5% |
| 6M | -11.0% | +18.3% | -29.3% | -11.5% |
| YTD | +0.2% | +61.0% | -60.8% | -1.8% |
| 1Y | -1.3% | +177.9% | -179.2% | -6.0% |
| All | +37.3% | +200.3% | -163.0% | +27.9% |
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