+116.0%
CMS vs VTRS
-48.4%
+164.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -1.9% | -2.2% | +0.3% | -1.7% |
| 30D | -4.1% | +3.3% | -7.4% | -4.4% |
| 3M | -7.1% | +2.0% | -9.1% | -7.3% |
| 6M | -10.1% | +19.9% | -30.0% | -11.6% |
| YTD | -1.7% | +35.7% | -37.5% | -4.5% |
| 1Y | -3.4% | +68.1% | -71.5% | -8.0% |
| 3Y | +31.6% | +87.1% | -55.5% | +23.1% |
| 5Y | +23.3% | +47.6% | -24.4% | +16.2% |
| All | +116.0% | -48.4% | +164.4% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling