+25.9%
CMS vs ROP
-13.6%
+39.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.6% |
| 7D | +0.4% | -4.4% | +4.8% | +1.4% |
| 30D | -3.6% | +3.2% | -6.8% | -4.4% |
| 3M | -1.9% | +23.1% | -25.0% | -6.8% |
| 6M | -11.0% | +13.3% | -24.3% | -13.8% |
| YTD | +0.2% | -7.9% | +8.1% | +2.9% |
| 1Y | -1.3% | -22.1% | +20.7% | +6.8% |
| 3Y | +35.9% | -16.8% | +52.7% | +40.7% |
| All | +25.9% | -13.6% | +39.5% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling