+121.7%
CMS vs VO
+196.6%
-74.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.3% | -2.6% | +1.2% | -0.1% |
| 30D | +6.3% | -0.9% | +7.3% | +6.7% |
| 3M | -2.1% | -3.0% | +1.0% | -0.7% |
| 6M | -5.1% | +2.2% | -7.3% | -6.3% |
| YTD | +1.3% | +10.6% | -9.3% | -3.8% |
| 1Y | -1.4% | +12.5% | -13.9% | -7.2% |
| 3Y | +36.9% | +61.4% | -24.5% | +6.6% |
| 5Y | +32.5% | +33.4% | -0.9% | +12.0% |
| All | +121.7% | +196.6% | -74.9% | +27.4% |
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