+4,005.7%
CMG vs COF
+236.4%
+3,769.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -3.8% | -6.1% | +2.2% | -2.2% |
| 30D | +12.9% | -5.2% | +18.1% | +14.5% |
| 3M | +18.8% | +17.0% | +1.8% | +13.5% |
| 6M | +4.1% | +12.9% | -8.8% | +0.4% |
| YTD | -2.4% | -13.5% | +11.2% | +1.0% |
| 1Y | -6.7% | -5.9% | -0.8% | -5.8% |
| 3Y | -7.1% | +117.1% | -124.3% | -27.1% |
| 5Y | -5.0% | +45.4% | -50.4% | -18.6% |
| 10Y | +323.5% | +244.1% | +79.4% | +165.3% |
| All | +4,005.7% | +236.4% | +3,769.3% | +2,144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling