+1,012.4%
CMS vs ROP
+30,787.8%
-29,775.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +1.7% | +9.2% | -7.5% | -0.1% |
| 30D | +8.6% | +35.5% | -26.9% | +2.3% |
| 3M | -0.5% | +24.4% | -24.9% | -4.8% |
| 6M | -4.2% | +38.0% | -42.2% | -10.5% |
| YTD | +3.4% | +11.1% | -7.6% | +0.4% |
| 1Y | +0.4% | +10.9% | -10.5% | -2.5% |
| 3Y | +38.2% | -0.5% | +38.7% | +36.2% |
| 5Y | +35.4% | +4.5% | +30.9% | +31.6% |
| 10Y | +131.7% | +207.5% | -75.8% | +82.7% |
| All | +1,012.4% | +30,787.8% | -29,775.3% | +470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling