-1.3%
CMS vs ROP
-21.5%
+20.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.3% |
| 7D | +0.4% | -4.4% | +4.8% | +0.3% |
| 30D | -3.6% | +3.2% | -6.8% | -3.6% |
| 3M | -1.9% | +23.1% | -25.0% | -1.2% |
| 6M | -11.0% | +13.3% | -24.3% | -10.5% |
| YTD | +0.2% | -7.9% | +8.1% | +1.9% |
| 1Y | -1.3% | -22.1% | +20.7% | +1.2% |
| All | -1.3% | -21.5% | +20.1% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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