+0.9%
CMG vs COO
-41.3%
+42.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.4% |
| 7D | +4.1% | -2.3% | +6.4% | +5.0% |
| 30D | +20.5% | +13.3% | +7.2% | +15.2% |
| 3M | +14.5% | -18.1% | +32.6% | +22.5% |
| 6M | +14.8% | +6.7% | +8.1% | +10.5% |
| YTD | -1.0% | -23.2% | +22.2% | +8.0% |
| 1Y | +22.9% | -12.3% | +35.2% | +27.6% |
| 3Y | -13.6% | -23.6% | +9.9% | -11.5% |
| 5Y | +0.9% | -38.7% | +39.6% | +18.2% |
| All | +0.9% | -41.3% | +42.2% | +18.2% |
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