-48.2%
VRT vs CMS
-5.3%
-42.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.4% | -13.6% | -14.5% |
| 7D | -28.1% | +1.7% | -29.8% | -26.7% |
| 30D | -30.2% | +8.6% | -38.8% | -24.6% |
| 3M | -36.4% | -0.5% | -35.9% | -37.4% |
| 6M | -48.2% | -4.2% | -44.0% | -49.9% |
| All | -48.2% | -5.3% | -42.9% | -49.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling