-1.4%
CMS vs COO
-9.4%
+8.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.9% |
| 7D | -1.3% | +4.7% | -6.0% | -1.9% |
| 30D | +6.3% | +13.9% | -7.6% | +4.7% |
| 3M | -2.1% | -14.9% | +12.9% | -0.1% |
| 6M | -5.1% | +2.0% | -7.1% | -5.8% |
| YTD | +1.3% | -23.9% | +25.2% | +2.4% |
| 1Y | -1.4% | -9.6% | +8.2% | -2.4% |
| All | -1.4% | -9.4% | +8.0% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling