-0.6%
CMS vs ROP
+8.5%
-9.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | -0.5% | +2.1% | -2.7% | -0.6% |
| 30D | +7.2% | +32.9% | -25.7% | +6.8% |
| 3M | -1.3% | +20.3% | -21.6% | -1.9% |
| 6M | -4.3% | +36.8% | -41.1% | -4.2% |
| YTD | +2.1% | +8.1% | -6.0% | +3.1% |
| 1Y | -0.6% | +8.3% | -8.9% | +0.5% |
| All | -0.6% | +8.5% | -9.1% | +0.5% |
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