+48.7%
CMS vs VLTO
+54.1%
-5.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.7% | +12.0% | -10.3% | -0.4% |
| 30D | +8.6% | +20.8% | -12.2% | +5.0% |
| 3M | -0.5% | +20.1% | -20.6% | -3.7% |
| 6M | -4.2% | +32.6% | -36.8% | -8.9% |
| YTD | +3.4% | +17.3% | -13.9% | +0.3% |
| 1Y | +0.4% | +17.3% | -16.9% | -2.6% |
| 3Y | +38.2% | +66.9% | -28.7% | +27.3% |
| All | +48.7% | +54.1% | -5.4% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling