+186.1%
COR vs CMS
+23.4%
+162.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | +4.5% | -3.6% | +8.1% | +5.8% |
| 3M | +22.7% | -1.9% | +24.6% | +23.4% |
| 6M | -9.7% | -11.0% | +1.2% | -6.3% |
| YTD | -1.4% | +0.2% | -1.6% | -1.3% |
| 1Y | +13.9% | -1.3% | +15.2% | +14.6% |
| 3Y | +94.0% | +35.9% | +58.0% | +78.0% |
| All | +186.1% | +23.4% | +162.7% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling