+298.3%
COP vs CMS
+127.7%
+170.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -8.4% | -0.9% | -7.5% | -8.2% |
| 30D | +0.3% | +7.1% | -6.8% | -1.6% |
| 3M | +15.1% | -1.3% | +16.4% | +15.3% |
| 6M | +19.8% | -2.7% | +22.4% | +20.3% |
| YTD | +46.8% | +2.6% | +44.2% | +45.0% |
| 1Y | +59.7% | -2.0% | +61.8% | +59.7% |
| 3Y | +28.7% | +39.6% | -10.9% | +14.8% |
| 5Y | +110.7% | +35.3% | +75.4% | +87.7% |
| 10Y | +298.3% | +132.3% | +166.0% | +287.9% |
| All | +298.3% | +127.7% | +170.6% | +287.9% |
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 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