+493.6%
COR vs CMS
+137.8%
+355.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | -1.1% | 0.0% | -0.7% |
| 30D | +7.6% | +6.6% | +1.1% | +4.8% |
| 3M | +5.0% | +0.8% | +4.2% | +4.6% |
| 6M | +35.3% | -3.3% | +38.6% | +37.0% |
| YTD | +4.2% | +2.7% | +1.5% | +3.0% |
| 1Y | -3.4% | -4.0% | +0.6% | -1.9% |
| 3Y | +81.1% | +37.6% | +43.5% | +57.0% |
| 5Y | +195.8% | +35.4% | +160.4% | +153.4% |
| 10Y | +493.6% | +136.0% | +357.6% | +390.9% |
| All | +493.6% | +137.8% | +355.8% | +390.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling