+173.6%
COF vs CMS
+136.3%
+37.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.0% | -1.3% | -3.8% | -4.5% |
| 30D | -2.3% | +5.3% | -7.5% | -4.3% |
| 3M | -12.7% | -0.3% | -12.3% | -12.6% |
| 6M | +6.2% | -4.0% | +10.3% | +7.5% |
| YTD | -19.2% | +2.1% | -21.3% | -20.7% |
| 1Y | -11.5% | -4.7% | -6.8% | -10.6% |
| 3Y | +92.8% | +36.8% | +56.0% | +62.4% |
| 5Y | +34.3% | +34.9% | -0.5% | +11.7% |
| All | +173.6% | +136.3% | +37.4% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling