+12.4%
CMG vs COO
-12.3%
+24.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +15.6% | +14.2% | +1.4% | +10.5% |
| 3M | +8.2% | -18.2% | +26.4% | +18.7% |
| 6M | +9.9% | +5.3% | +4.5% | +3.3% |
| YTD | -4.6% | -23.6% | +18.9% | +9.1% |
| 1Y | +12.4% | -12.7% | +25.1% | +20.7% |
| All | +12.4% | -12.3% | +24.7% | +20.7% |
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