+132.3%
CMS vs COO
+40.7%
+91.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | -0.9% | +4.3% | -5.2% | -2.0% |
| 30D | +7.1% | +17.6% | -10.5% | +2.8% |
| 3M | -1.3% | -13.9% | +12.6% | +1.9% |
| 6M | -2.7% | +6.6% | -9.2% | -5.1% |
| YTD | +2.6% | -22.0% | +24.6% | +8.0% |
| 1Y | -2.0% | -8.8% | +6.8% | -1.1% |
| 3Y | +39.6% | -21.5% | +61.1% | +42.4% |
| 5Y | +35.3% | -41.0% | +76.3% | +47.4% |
| 10Y | +132.3% | +40.9% | +91.4% | +98.3% |
| All | +132.3% | +40.7% | +91.6% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling