+115.8%
CMS vs VRSN
+274.2%
-158.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.3% |
| 7D | +1.2% | -2.1% | +3.4% | +1.7% |
| 30D | -3.2% | -3.9% | +0.8% | -2.3% |
| 3M | -2.2% | -0.1% | -2.1% | -2.5% |
| 6M | -9.4% | +16.4% | -25.8% | -13.7% |
| YTD | +0.7% | +17.2% | -16.6% | -4.5% |
| 1Y | +0.4% | +1.0% | -0.6% | -1.0% |
| 3Y | +35.2% | +39.1% | -3.9% | +20.2% |
| 5Y | +24.1% | +29.0% | -4.9% | +10.6% |
| 10Y | +115.8% | +275.8% | -160.0% | +61.1% |
| All | +115.8% | +274.2% | -158.4% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling