+4,560.7%
COP vs CMS
+463.7%
+4,097.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | -11.5% | -1.3% | -10.2% | -11.3% |
| 30D | +5.0% | +6.3% | -1.4% | +3.3% |
| 3M | +17.5% | -2.1% | +19.5% | +17.9% |
| 6M | +16.2% | -5.1% | +21.3% | +17.4% |
| YTD | +48.8% | +1.3% | +47.5% | +47.6% |
| 1Y | +64.1% | -1.4% | +65.5% | +63.9% |
| 3Y | +25.7% | +36.9% | -11.3% | +14.4% |
| 5Y | +114.4% | +32.5% | +81.8% | +95.2% |
| 10Y | +331.7% | +126.8% | +204.9% | +238.1% |
| All | +4,560.7% | +463.7% | +4,097.0% | +2,421.6% |
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