-8.6%
COF vs CMS
-2.7%
-5.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | -3.4% | +1.7% | -5.1% | -3.3% |
| 30D | +0.4% | +6.2% | -5.8% | +0.7% |
| 3M | -12.5% | +0.6% | -13.2% | -12.9% |
| 6M | +8.3% | -1.8% | +10.1% | +7.6% |
| YTD | -18.6% | +3.8% | -22.4% | -18.8% |
| 1Y | -8.6% | -1.8% | -6.8% | -10.2% |
| All | -8.6% | -2.7% | -5.9% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling