+477.8%
CMS vs COO
+5,456.7%
-4,978.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +1.7% | +5.3% | -3.6% | +1.3% |
| 30D | +8.6% | +12.5% | -3.9% | +7.8% |
| 3M | -0.5% | -15.1% | +14.7% | +0.4% |
| 6M | -4.2% | +3.7% | -7.9% | -4.6% |
| YTD | +3.4% | -22.5% | +26.0% | +4.9% |
| 1Y | +0.4% | -7.8% | +8.2% | +0.7% |
| 3Y | +38.2% | -24.1% | +62.3% | +39.6% |
| 5Y | +35.4% | -40.1% | +75.5% | +38.2% |
| 10Y | +131.7% | +44.7% | +87.0% | +125.1% |
| All | +477.8% | +5,456.7% | -4,978.9% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling