-10.7%
CMG vs COP
+46.5%
-57.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.7% |
| 7D | -2.8% | +3.0% | -5.8% | -2.6% |
| 30D | +7.1% | +17.5% | -10.4% | +8.2% |
| 3M | +31.2% | +13.4% | +17.8% | +32.2% |
| 6M | +0.7% | +17.7% | -17.1% | +0.3% |
| YTD | -0.1% | +46.6% | -46.7% | -4.6% |
| 1Y | -10.7% | +44.6% | -55.4% | -14.6% |
| All | -10.7% | +46.5% | -57.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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