+10.9%
CMG vs COF
-4.4%
+15.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +7.0% | +6.3% |
| 7D | +22.5% | +0.7% | +21.8% | +22.2% |
| 30D | +14.1% | +5.7% | +8.4% | +11.5% |
| 3M | +4.1% | -6.7% | +10.8% | +6.8% |
| 6M | +10.1% | +9.5% | +0.6% | +4.9% |
| YTD | -4.9% | -13.9% | +9.0% | -3.0% |
| 1Y | +10.9% | -5.1% | +16.0% | +4.1% |
| All | +10.9% | -4.4% | +15.3% | +4.1% |
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