+310.1%
COP vs CMS
+134.3%
+175.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -6.1% | +0.5% | -6.6% | -6.3% |
| 30D | +1.1% | +7.4% | -6.3% | -0.8% |
| 3M | +10.9% | +1.9% | +9.1% | +10.3% |
| 6M | +20.8% | -2.3% | +23.1% | +21.2% |
| YTD | +48.0% | +3.0% | +45.1% | +46.1% |
| 1Y | +58.5% | -2.8% | +61.3% | +58.9% |
| 3Y | +28.1% | +37.9% | -9.8% | +14.8% |
| 5Y | +120.5% | +34.0% | +86.5% | +97.1% |
| 10Y | +310.1% | +138.1% | +172.0% | +317.6% |
| All | +310.1% | +134.3% | +175.8% | +317.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling