+64.1%
COP vs CMS
-1.6%
+65.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | -11.5% | -1.3% | -10.2% | -11.5% |
| 30D | +5.0% | +6.3% | -1.4% | +4.6% |
| 3M | +17.5% | -2.1% | +19.5% | +17.2% |
| 6M | +16.2% | -5.1% | +21.3% | +16.8% |
| YTD | +48.8% | +1.3% | +47.5% | +46.2% |
| 1Y | +64.1% | -1.4% | +65.5% | +61.7% |
| All | +64.1% | -1.6% | +65.7% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling