+2,723.0%
VRT vs CMS
+82.5%
+2,640.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | +9.1% | +0.4% | +8.8% | +9.1% |
| 30D | +0.9% | -3.6% | +4.5% | +1.3% |
| 3M | -13.4% | -1.9% | -11.5% | -13.6% |
| 6M | +11.7% | -11.0% | +22.7% | +12.9% |
| YTD | +73.2% | +0.2% | +73.0% | +72.5% |
| 1Y | +123.4% | -1.3% | +124.7% | +122.6% |
| 3Y | +606.2% | +35.9% | +570.2% | +545.7% |
| 5Y | +899.9% | +23.1% | +876.8% | +834.9% |
| All | +2,723.0% | +82.5% | +2,640.6% | +2,464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling