-5.7%
CMG vs COO
-44.2%
+38.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.2% | +3.7% | -0.2% |
| 7D | -6.5% | -9.0% | +2.5% | -3.2% |
| 30D | +12.1% | -16.8% | +28.9% | +20.1% |
| 3M | +20.6% | -7.5% | +28.1% | +23.7% |
| 6M | +2.1% | -16.3% | +18.4% | +8.6% |
| YTD | -2.6% | -22.5% | +19.9% | +6.6% |
| 1Y | -8.7% | -7.0% | -1.7% | -6.8% |
| 3Y | -7.4% | -27.5% | +20.1% | -1.6% |
| 5Y | -5.7% | -43.3% | +37.7% | +16.7% |
| All | -5.7% | -44.2% | +38.5% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling