+45.5%
CMS vs VLTO
+54.8%
-9.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -1.3% | +5.4% | -6.7% | -2.3% |
| 30D | +6.3% | +22.3% | -16.0% | +2.5% |
| 3M | -2.1% | +19.6% | -21.7% | -5.2% |
| 6M | -5.1% | +35.2% | -40.2% | -10.0% |
| YTD | +1.3% | +17.9% | -16.6% | -1.9% |
| 1Y | -1.4% | +19.5% | -20.9% | -4.8% |
| 3Y | +36.9% | +73.9% | -37.0% | +25.1% |
| All | +45.5% | +54.8% | -9.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling