+64.1%
COP vs CMS
-2.7%
+66.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | +4.4% | +1.7% | +2.7% | +4.4% |
| 30D | 0.0% | +6.2% | -6.2% | -0.2% |
| 3M | +15.0% | +0.6% | +14.4% | +14.7% |
| 6M | +22.0% | -1.8% | +23.8% | +22.4% |
| YTD | +55.3% | +3.8% | +51.5% | +53.4% |
| 1Y | +64.1% | -1.8% | +65.9% | +59.3% |
| All | +64.1% | -2.7% | +66.8% | +59.3% |
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