+95.0%
COF vs CMS
+39.1%
+55.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -6.2% | +0.5% | -6.7% | -6.2% |
| 30D | -1.7% | +7.4% | -9.1% | -2.4% |
| 3M | -10.2% | +1.9% | -12.1% | -10.5% |
| 6M | +4.2% | -2.3% | +6.5% | +4.2% |
| YTD | -18.2% | +3.0% | -21.2% | -19.1% |
| 1Y | -9.7% | -2.8% | -7.0% | -9.9% |
| 3Y | +95.0% | +37.9% | +57.1% | +75.0% |
| All | +95.0% | +39.1% | +55.9% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling