+322.0%
CMG vs COO
+17.0%
+305.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -2.1% | -22.5% | +20.5% | +6.6% |
| 30D | +10.9% | -29.7% | +40.6% | +25.0% |
| 3M | +15.8% | -20.1% | +36.0% | +24.3% |
| 6M | +6.9% | -26.9% | +33.8% | +18.4% |
| YTD | -2.2% | -34.2% | +32.1% | +12.4% |
| 1Y | -7.1% | -21.3% | +14.2% | -0.1% |
| 3Y | -7.1% | -38.7% | +31.5% | +5.0% |
| 5Y | -4.8% | -52.2% | +47.4% | +16.3% |
| All | +322.0% | +17.0% | +305.0% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling