+296.3%
CMS vs VRSN
+7,034.5%
-6,738.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +6.3% | +4.9% | +1.4% | +5.8% |
| 3M | -2.1% | +5.8% | -7.9% | -2.7% |
| 6M | -5.1% | +12.6% | -17.7% | -6.4% |
| YTD | +1.3% | +28.2% | -27.0% | -1.5% |
| 1Y | -1.4% | +30.4% | -31.8% | -4.3% |
| 3Y | +36.9% | +54.6% | -17.6% | +30.3% |
| 5Y | +32.5% | +35.1% | -2.5% | +27.1% |
| 10Y | +126.8% | +294.0% | -167.2% | +97.3% |
| All | +296.3% | +7,034.5% | -6,738.2% | +193.6% |
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 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