-10.7%
CMG vs COF
+0.3%
-11.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.8% | +1.8% | -4.6% | -3.5% |
| 30D | +7.1% | -0.6% | +7.7% | +7.2% |
| 3M | +31.2% | +20.3% | +10.9% | +20.8% |
| 6M | +0.7% | +13.0% | -12.3% | -5.1% |
| YTD | -0.1% | -8.3% | +8.2% | -0.1% |
| 1Y | -10.7% | -1.5% | -9.3% | -15.7% |
| All | -10.7% | +0.3% | -11.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling