+1,377.6%
CMS vs VO
+797.8%
+579.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -1.3% | -2.6% | +1.2% | +0.1% |
| 30D | +6.3% | -0.9% | +7.3% | +6.8% |
| 3M | -2.1% | -3.0% | +1.0% | -0.4% |
| 6M | -5.1% | +2.2% | -7.3% | -6.5% |
| YTD | +1.3% | +10.6% | -9.3% | -4.9% |
| 1Y | -1.4% | +12.5% | -13.9% | -8.3% |
| 3Y | +36.9% | +61.4% | -24.5% | +1.9% |
| 5Y | +32.5% | +33.4% | -0.9% | +8.2% |
| 10Y | +126.8% | +201.5% | -74.8% | +7.7% |
| All | +1,377.6% | +797.8% | +579.8% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling