+988.8%
CMS vs ROP
+29,884.4%
-28,895.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.6% |
| 7D | -1.3% | +2.1% | -3.5% | -1.7% |
| 30D | +6.3% | +32.9% | -26.6% | +0.5% |
| 3M | -2.1% | +20.0% | -22.1% | -5.7% |
| 6M | -5.1% | +36.4% | -41.5% | -11.1% |
| YTD | +1.3% | +7.8% | -6.6% | -1.2% |
| 1Y | -1.4% | +8.0% | -9.4% | -3.8% |
| 3Y | +36.9% | -3.5% | +40.4% | +35.8% |
| 5Y | +32.5% | +1.5% | +31.1% | +29.6% |
| 10Y | +126.8% | +198.5% | -71.7% | +79.9% |
| All | +988.8% | +29,884.4% | -28,895.5% | +461.7% |
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