+0.4%
CMS vs VRSN
+31.7%
-31.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +4.1% | +3.6% | +0.5% | +4.0% |
| 30D | +10.9% | +8.8% | +2.0% | +10.6% |
| 3M | -0.2% | +6.6% | -6.9% | -0.3% |
| 6M | -4.7% | +16.7% | -21.4% | -5.3% |
| YTD | +3.9% | +32.1% | -28.2% | +2.0% |
| 1Y | +0.4% | +34.1% | -33.7% | -2.3% |
| All | +0.4% | +31.7% | -31.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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