+34.9%
CMS vs VO
+37.2%
-2.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -1.3% | +2.9% | -4.2% | -2.3% |
| 30D | +5.3% | +1.0% | +4.3% | +4.8% |
| 3M | -0.3% | -1.7% | +1.4% | +0.2% |
| 6M | -4.0% | +6.7% | -10.7% | -6.5% |
| YTD | +2.1% | +14.0% | -11.8% | -3.0% |
| 1Y | -4.7% | +13.7% | -18.4% | -9.5% |
| 3Y | +36.8% | +65.8% | -29.0% | +10.6% |
| 5Y | +34.9% | +36.6% | -1.8% | +11.7% |
| All | +34.9% | +37.2% | -2.3% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling