-4.0%
CMS vs VRSN
+29.0%
-33.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -1.1% | -1.2% | +0.1% | -1.1% |
| 30D | +6.6% | +3.8% | +2.8% | +6.5% |
| 3M | +0.8% | +9.5% | -8.7% | +0.6% |
| 6M | -3.3% | +10.3% | -13.6% | -3.6% |
| YTD | +2.7% | +30.5% | -27.8% | +1.1% |
| 1Y | -4.0% | +27.9% | -31.9% | -5.3% |
| All | -4.0% | +29.0% | -33.0% | -5.3% |
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