+132.3%
CMS vs VO
+206.8%
-74.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.8% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +7.1% | +0.5% | +6.6% | +6.7% |
| 3M | -1.3% | -1.0% | -0.3% | -0.9% |
| 6M | -2.7% | +6.4% | -9.1% | -5.7% |
| YTD | +2.6% | +13.6% | -11.0% | -3.8% |
| 1Y | -2.0% | +14.5% | -16.5% | -8.5% |
| 3Y | +39.6% | +67.2% | -27.6% | +6.7% |
| 5Y | +35.3% | +36.1% | -0.7% | +13.3% |
| 10Y | +132.3% | +199.3% | -67.0% | +25.4% |
| All | +132.3% | +206.8% | -74.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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