-3.6%
CMS vs VO
+10.8%
-14.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.5% | -2.6% | +2.0% | 0.0% |
| 30D | +7.2% | -0.9% | +8.1% | +7.3% |
| 3M | -1.3% | -3.0% | +1.8% | -0.8% |
| 6M | -4.3% | +2.2% | -6.5% | -4.9% |
| YTD | +2.1% | +10.6% | -8.5% | -0.5% |
| All | -3.6% | +10.8% | -14.4% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling