+512.3%
COR vs CMS
+127.7%
+384.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.4% |
| 7D | +2.3% | -0.9% | +3.3% | +2.8% |
| 30D | +6.8% | +7.1% | -0.3% | +3.8% |
| 3M | +8.1% | -1.3% | +9.4% | +8.6% |
| 6M | +33.0% | -2.7% | +35.7% | +34.3% |
| YTD | +3.0% | +2.6% | +0.4% | +1.8% |
| 1Y | -3.4% | -2.0% | -1.4% | -2.7% |
| 3Y | +80.1% | +39.6% | +40.5% | +55.4% |
| 5Y | +194.7% | +35.3% | +159.4% | +152.9% |
| 10Y | +512.3% | +132.3% | +379.9% | +426.0% |
| All | +512.3% | +127.7% | +384.6% | +426.0% |
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