+34.5%
CMS vs VTRS
+81.4%
-47.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +1.7% | +4.6% | -2.8% | +1.2% |
| 30D | +6.2% | +19.4% | -13.2% | +4.1% |
| 3M | +0.6% | +30.8% | -30.1% | -2.4% |
| 6M | -1.8% | +21.6% | -23.4% | -4.0% |
| YTD | +3.8% | +71.2% | -67.3% | -2.7% |
| 1Y | -1.8% | +97.6% | -99.4% | -9.5% |
| 3Y | +39.8% | +163.9% | -124.0% | +22.0% |
| All | +34.5% | +81.4% | -47.0% | +20.1% |
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