+123.4%
VRT vs CMS
-1.9%
+125.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.3% |
| 7D | +9.1% | +0.4% | +8.8% | +9.2% |
| 30D | +0.9% | -3.6% | +4.5% | -0.4% |
| 3M | -13.4% | -1.9% | -11.5% | -16.0% |
| 6M | +11.7% | -11.0% | +22.7% | +9.3% |
| YTD | +73.2% | +0.2% | +73.0% | +75.2% |
| 1Y | +123.4% | -1.3% | +124.7% | +125.8% |
| All | +123.4% | -1.9% | +125.3% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling