-4.7%
CMS vs COO
-13.9%
+9.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | +5.3% | +13.9% | -8.7% | +3.7% |
| 3M | -0.3% | -18.9% | +18.6% | +2.2% |
| 6M | -4.0% | +3.7% | -7.8% | -4.8% |
| YTD | +2.1% | -24.1% | +26.3% | +2.8% |
| 1Y | -4.7% | -14.2% | +9.5% | -5.1% |
| All | -4.7% | -13.9% | +9.2% | -5.1% |
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