+10.9%
CMG vs COP
+61.7%
-50.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.2% | +11.0% | +5.3% |
| 7D | +22.5% | -8.1% | +30.7% | +21.6% |
| 30D | +14.1% | +6.7% | +7.4% | +14.4% |
| 3M | +4.1% | +16.9% | -12.8% | +5.7% |
| 6M | +10.1% | +11.2% | -1.1% | +11.5% |
| YTD | -4.9% | +49.5% | -54.4% | -7.7% |
| 1Y | +10.9% | +60.7% | -49.8% | +8.0% |
| All | +10.9% | +61.7% | -50.8% | +8.0% |
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