+17,451.9%
COR vs CMS
+681.4%
+16,770.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +4.5% | -3.6% | +8.1% | +5.4% |
| 3M | +22.7% | -1.9% | +24.6% | +23.2% |
| 6M | -9.7% | -11.0% | +1.2% | -7.3% |
| YTD | -1.4% | +0.2% | -1.6% | -1.5% |
| 1Y | +13.9% | -1.3% | +15.2% | +14.3% |
| 3Y | +94.0% | +35.9% | +58.0% | +80.2% |
| 5Y | +184.0% | +23.1% | +160.9% | +168.2% |
| 10Y | +406.8% | +117.9% | +288.8% | +325.5% |
| All | +17,451.9% | +681.4% | +16,770.5% | +8,210.2% |
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