+4,492.0%
COP vs CMS
+457.8%
+4,034.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| 3M | +13.4% | -1.9% | +15.3% | +13.7% |
| 6M | +17.7% | -11.0% | +28.7% | +20.9% |
| YTD | +46.6% | +0.2% | +46.4% | +46.0% |
| 1Y | +44.6% | -1.3% | +45.9% | +44.4% |
| 3Y | +20.7% | +35.9% | -15.2% | +10.1% |
| 5Y | +185.0% | +23.1% | +162.0% | +164.5% |
| 10Y | +347.0% | +117.9% | +229.1% | +253.6% |
| All | +4,492.0% | +457.8% | +4,034.2% | +2,393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling