+40.1%
CMS vs ROIV
+248.8%
-208.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.4% |
| 7D | +1.7% | -2.4% | +4.1% | +1.7% |
| 30D | +8.6% | +3.1% | +5.6% | +8.6% |
| 3M | -0.5% | +5.8% | -6.3% | -0.6% |
| 6M | -4.2% | +29.3% | -33.5% | -4.7% |
| YTD | +3.4% | +68.8% | -65.3% | +2.3% |
| 1Y | +0.4% | +81.0% | -80.6% | -0.8% |
| 3Y | +38.2% | +294.6% | -256.4% | +34.5% |
| 5Y | +35.4% | +373.1% | -337.7% | +29.7% |
| All | +40.1% | +248.8% | -208.7% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling