-2.8%
CMS vs VLTO
+20.4%
-23.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.5% | +1.6% | -1.1% | +0.3% |
| 30D | +7.4% | +22.0% | -14.5% | +4.6% |
| 3M | +1.9% | +21.9% | -20.0% | -0.8% |
| 6M | -2.3% | +36.5% | -38.8% | -5.5% |
| YTD | +3.0% | +19.0% | -16.0% | -0.2% |
| 1Y | -2.8% | +21.0% | -23.8% | -5.9% |
| All | -2.8% | +20.4% | -23.1% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling