+39.8%
CMS vs VRSN
+53.7%
-13.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +1.7% | +1.4% | +0.3% | +1.6% |
| 30D | +6.2% | +3.9% | +2.3% | +5.8% |
| 3M | +0.6% | +9.3% | -8.7% | -0.4% |
| 6M | -1.8% | +6.7% | -8.4% | -2.5% |
| YTD | +3.8% | +30.0% | -26.2% | 0.0% |
| 1Y | -1.8% | +26.0% | -27.8% | -4.9% |
| 3Y | +39.8% | +53.1% | -13.3% | +31.3% |
| All | +39.8% | +53.7% | -13.9% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling