+321.2%
CMG vs COP
+344.8%
-23.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.8% | +1.0% | -4.8% | -4.0% |
| 30D | +12.9% | +9.6% | +3.3% | +10.8% |
| 3M | +18.8% | +15.0% | +3.7% | +15.1% |
| 6M | +4.1% | +21.8% | -17.7% | -0.9% |
| YTD | -2.4% | +49.6% | -52.0% | -11.3% |
| 1Y | -6.7% | +49.9% | -56.5% | -15.4% |
| 3Y | -7.1% | +22.6% | -29.7% | -13.5% |
| 5Y | -5.0% | +193.6% | -198.6% | -31.1% |
| All | +321.2% | +344.8% | -23.6% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling