+240.0%
COF vs CMS
+120.6%
+119.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -6.1% | -1.3% | -4.7% | -5.6% |
| 30D | -5.2% | -2.8% | -2.4% | -4.1% |
| 3M | +17.0% | -7.1% | +24.1% | +20.1% |
| 6M | +12.9% | -10.0% | +22.9% | +17.1% |
| YTD | -13.5% | -0.9% | -12.6% | -14.0% |
| 1Y | -5.9% | -2.0% | -3.9% | -6.1% |
| 3Y | +117.1% | +33.0% | +84.1% | +85.8% |
| 5Y | +45.4% | +24.3% | +21.1% | +26.3% |
| All | +240.0% | +120.6% | +119.5% | +213.5% |
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