+113.0%
COP vs CMS
+32.6%
+80.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -11.5% | -1.3% | -10.2% | -11.3% |
| 30D | +5.0% | +6.3% | -1.4% | +3.7% |
| 3M | +17.5% | -2.1% | +19.5% | +17.8% |
| 6M | +16.2% | -5.1% | +21.3% | +17.2% |
| YTD | +48.8% | +1.3% | +47.5% | +47.7% |
| 1Y | +64.1% | -1.4% | +65.5% | +63.7% |
| 3Y | +25.7% | +36.9% | -11.3% | +14.9% |
| All | +113.0% | +32.6% | +80.5% | +92.7% |
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 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