+129.7%
COP vs CMS
+34.5%
+95.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +3.4% | -1.3% | +4.7% | +3.6% |
| 30D | -0.6% | +5.3% | -5.8% | -1.6% |
| 3M | +10.8% | -0.3% | +11.1% | +10.7% |
| 6M | +19.6% | -4.0% | +23.7% | +20.4% |
| YTD | +52.9% | +2.1% | +50.8% | +51.5% |
| 1Y | +62.2% | -4.7% | +66.9% | +63.1% |
| 3Y | +32.4% | +36.8% | -4.5% | +20.9% |
| 5Y | +129.7% | +34.9% | +94.9% | +107.8% |
| All | +129.7% | +34.5% | +95.2% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling