+5,862.7%
COF vs CMS
+732.3%
+5,130.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.8% | +0.4% | +1.5% | +1.7% |
| 30D | -0.6% | -3.6% | +3.0% | +1.0% |
| 3M | +20.3% | -1.9% | +22.2% | +20.9% |
| 6M | +13.0% | -11.0% | +24.0% | +18.3% |
| YTD | -8.3% | +0.2% | -8.5% | -9.2% |
| 1Y | -1.5% | -1.3% | -0.1% | -1.9% |
| 3Y | +122.3% | +35.9% | +86.3% | +88.6% |
| 5Y | +52.5% | +23.1% | +29.4% | +33.4% |
| 10Y | +264.9% | +117.9% | +147.0% | +142.8% |
| All | +5,862.7% | +732.3% | +5,130.4% | +1,522.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling