+73.7%
COR vs CMS
+35.4%
+38.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | +0.8% | -1.3% | +2.1% | +1.4% |
| 30D | +5.1% | +6.3% | -1.2% | +2.8% |
| 3M | +2.8% | -2.1% | +4.9% | +3.5% |
| 6M | +32.5% | -5.1% | +37.6% | +34.9% |
| YTD | -0.7% | +1.3% | -1.9% | -0.6% |
| 1Y | -6.7% | -1.4% | -5.3% | -5.9% |
| 3Y | +73.7% | +36.9% | +36.8% | +73.3% |
| All | +73.7% | +35.4% | +38.3% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling