+186.4%
COP vs CMS
+23.4%
+162.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +17.5% | -3.6% | +21.1% | +18.2% |
| 3M | +13.4% | -1.9% | +15.3% | +13.6% |
| 6M | +17.7% | -11.0% | +28.7% | +20.1% |
| YTD | +46.6% | +0.2% | +46.4% | +45.9% |
| 1Y | +44.6% | -1.3% | +45.9% | +44.2% |
| 3Y | +20.7% | +35.9% | -15.2% | +11.3% |
| All | +186.4% | +23.4% | +162.9% | +169.4% |
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