+1,362.2%
CMS vs VO
+827.2%
+535.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | -1.9% | +2.9% | -4.9% | -3.7% |
| 6M | -11.0% | +9.3% | -20.3% | -15.6% |
| YTD | +0.2% | +14.2% | -14.0% | -7.5% |
| 1Y | -1.3% | +15.3% | -16.6% | -9.5% |
| 3Y | +35.9% | +56.2% | -20.3% | +3.2% |
| 5Y | +23.1% | +42.4% | -19.4% | -3.3% |
| 10Y | +117.9% | +194.7% | -76.8% | +5.3% |
| All | +1,362.2% | +827.2% | +535.0% | +166.7% |
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 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