-7.1%
CMG vs COF
+116.3%
-123.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.1% | -5.1% | +3.1% | -0.4% |
| 30D | +10.9% | -6.0% | +16.9% | +13.0% |
| 3M | +15.8% | +14.8% | +1.0% | +10.5% |
| 6M | +6.9% | +15.3% | -8.4% | +1.9% |
| YTD | -2.2% | -13.0% | +10.9% | +0.7% |
| 1Y | -7.1% | -5.7% | -1.4% | -6.8% |
| 3Y | -7.1% | +118.1% | -125.3% | -25.5% |
| All | -7.1% | +116.3% | -123.4% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling