+292.2%
CMS vs VRSN
+6,651.0%
-6,358.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.0% |
| YTD | +0.2% | +21.3% | -21.1% | -2.0% |
| 1Y | -1.3% | +6.7% | -8.0% | -2.3% |
| 3Y | +35.9% | +45.0% | -9.0% | +30.2% |
| 5Y | +23.1% | +35.0% | -11.9% | +18.1% |
| 10Y | +117.9% | +276.3% | -158.4% | +90.5% |
| All | +292.2% | +6,651.0% | -6,358.9% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling