+17,590.3%
COR vs CMS
+689.6%
+16,900.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | +0.8% | -1.3% | +2.1% | +1.1% |
| 30D | +5.1% | +6.3% | -1.2% | +3.7% |
| 3M | +2.8% | -2.1% | +4.9% | +3.3% |
| 6M | +32.5% | -5.1% | +37.6% | +34.1% |
| YTD | -0.7% | +1.3% | -1.9% | -0.9% |
| 1Y | -6.7% | -1.4% | -5.3% | -6.4% |
| 3Y | +73.7% | +36.9% | +36.8% | +61.2% |
| 5Y | +177.9% | +32.5% | +145.3% | +158.2% |
| 10Y | +533.8% | +126.8% | +407.0% | +428.0% |
| All | +17,590.3% | +689.6% | +16,900.7% | +8,254.5% |
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