-5.9%
COF vs CMS
-1.5%
-4.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -6.1% | -1.3% | -4.7% | -6.1% |
| 30D | -5.2% | -2.8% | -2.4% | -5.3% |
| 3M | +17.0% | -7.1% | +24.1% | +16.6% |
| 6M | +12.9% | -10.0% | +22.9% | +12.2% |
| YTD | -13.5% | -0.9% | -12.6% | -14.6% |
| 1Y | -5.9% | -2.0% | -3.9% | -5.9% |
| All | -5.9% | -1.5% | -4.3% | -5.9% |
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 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