+37.3%
CMS vs VO
+56.6%
-19.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.4% | -0.3% | +0.6% | +0.5% |
| 30D | -3.6% | -0.3% | -3.3% | -3.5% |
| 3M | -1.9% | +2.9% | -4.9% | -2.9% |
| 6M | -11.0% | +9.3% | -20.3% | -13.7% |
| YTD | +0.2% | +14.2% | -14.0% | -4.4% |
| 1Y | -1.3% | +15.3% | -16.6% | -6.3% |
| All | +37.3% | +56.6% | -19.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling