+25.9%
CMS vs COO
-38.8%
+64.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | -3.6% | -7.0% | +3.4% | -2.3% |
| 3M | -1.9% | +12.2% | -14.1% | -4.3% |
| 6M | -11.0% | -15.1% | +4.1% | -8.5% |
| YTD | +0.2% | -15.1% | +15.3% | +2.9% |
| 1Y | -1.3% | +2.3% | -3.7% | -2.6% |
| 3Y | +35.9% | -23.7% | +59.6% | +39.9% |
| All | +25.9% | -38.8% | +64.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling