+36.9%
CMS vs ROP
-3.8%
+40.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.8% |
| 7D | -1.3% | +2.1% | -3.5% | -1.5% |
| 30D | +6.3% | +32.9% | -26.6% | +3.4% |
| 3M | -2.1% | +20.0% | -22.1% | -4.0% |
| 6M | -5.1% | +36.4% | -41.5% | -7.9% |
| YTD | +1.3% | +7.8% | -6.6% | +1.9% |
| 1Y | -1.4% | +8.0% | -9.4% | -0.8% |
| 3Y | +36.9% | -3.5% | +40.4% | +32.8% |
| All | +36.9% | -3.8% | +40.7% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling