+24.3%
CMS vs VTRS
+40.7%
-16.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.3% | -3.3% | +2.0% | -1.0% |
| 30D | -2.8% | +1.4% | -4.2% | -2.9% |
| 3M | -7.1% | +4.6% | -11.8% | -7.7% |
| 6M | -10.0% | +18.1% | -28.1% | -11.8% |
| YTD | -0.9% | +34.7% | -35.6% | -4.4% |
| 1Y | -2.0% | +65.6% | -67.6% | -7.8% |
| 3Y | +33.0% | +83.8% | -50.8% | +21.8% |
| 5Y | +24.3% | +46.5% | -22.2% | +12.2% |
| All | +24.3% | +40.7% | -16.4% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling