+51.1%
COF vs CMS
+26.5%
+24.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | +1.2% | +1.2% | 0.0% | +0.9% |
| 30D | -1.4% | -3.2% | +1.8% | -0.7% |
| 3M | +19.0% | -2.2% | +21.2% | +19.4% |
| 6M | +14.9% | -9.4% | +24.3% | +17.4% |
| YTD | -10.7% | +0.7% | -11.4% | -11.5% |
| 1Y | -1.3% | +0.4% | -1.6% | -2.2% |
| 3Y | +124.3% | +35.2% | +89.1% | +98.0% |
| 5Y | +51.1% | +24.1% | +27.0% | +32.6% |
| All | +51.1% | +26.5% | +24.6% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling