-5.0%
CMG vs COO
-23.3%
+18.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.7% |
| 7D | -1.5% | -2.3% | +0.8% | -0.9% |
| 30D | +12.7% | -8.8% | +21.5% | +15.4% |
| 3M | +26.3% | +1.3% | +24.9% | +25.5% |
| 6M | +4.5% | -11.6% | +16.1% | +7.1% |
| YTD | -0.1% | -17.4% | +17.3% | +3.9% |
| 1Y | -6.8% | -1.6% | -5.2% | -6.4% |
| 3Y | -5.0% | -22.6% | +17.7% | -4.4% |
| All | -5.0% | -23.3% | +18.3% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling