-6.7%
CMG vs COO
-20.6%
+13.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.7% | +14.9% | +5.3% |
| 7D | -3.8% | -23.3% | +19.5% | +5.8% |
| 30D | +12.9% | -29.5% | +42.4% | +29.0% |
| 3M | +18.8% | -20.0% | +38.7% | +27.2% |
| 6M | +4.1% | -27.2% | +31.3% | +16.3% |
| YTD | -2.4% | -33.9% | +31.6% | +13.8% |
| 1Y | -6.7% | -19.9% | +13.3% | +1.4% |
| All | -6.7% | -20.6% | +13.9% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling