+320.3%
COP vs CMS
+127.3%
+193.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -11.5% | -0.5% | -11.0% | -11.4% |
| 30D | +5.0% | +7.2% | -2.2% | +3.0% |
| 3M | +17.5% | -1.3% | +18.7% | +17.7% |
| 6M | +16.2% | -4.3% | +20.6% | +17.3% |
| YTD | +48.8% | +2.1% | +46.7% | +47.2% |
| 1Y | +64.1% | -0.6% | +64.7% | +63.4% |
| 3Y | +25.7% | +38.0% | -12.4% | +12.6% |
| 5Y | +114.4% | +33.6% | +80.8% | +92.0% |
| All | +320.3% | +127.3% | +193.0% | +308.1% |
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