+25.9%
CMS vs VRSN
+34.9%
-9.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -3.6% | -0.2% | -3.4% | -3.6% |
| 3M | -1.9% | -0.3% | -1.6% | -2.0% |
| 6M | -11.0% | +23.0% | -34.0% | -15.0% |
| YTD | +0.2% | +21.3% | -21.1% | -4.2% |
| 1Y | -1.3% | +6.7% | -8.0% | -3.1% |
| 3Y | +35.9% | +45.0% | -9.0% | +22.8% |
| All | +25.9% | +34.9% | -9.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling