+12.3%
CMG vs COO
-13.9%
+26.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -0.6% | -2.1% | +1.4% | +0.1% |
| 30D | +15.9% | +13.9% | +2.0% | +10.9% |
| 3M | +7.8% | -18.9% | +26.7% | +18.7% |
| 6M | +7.7% | +3.7% | +3.9% | +2.1% |
| YTD | -4.9% | -24.1% | +19.2% | +9.0% |
| 1Y | +12.3% | -14.2% | +26.5% | +21.1% |
| All | +12.3% | -13.9% | +26.2% | +21.1% |
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