-0.6%
CMS vs VRSN
+29.4%
-30.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +7.2% | +4.9% | +2.3% | +7.0% |
| 3M | -1.3% | +5.8% | -7.1% | -1.4% |
| 6M | -4.3% | +12.6% | -16.9% | -4.8% |
| YTD | +2.1% | +28.2% | -26.2% | +0.3% |
| 1Y | -0.6% | +30.4% | -31.0% | -3.6% |
| All | -0.6% | +29.4% | -30.0% | -3.6% |
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