+12.4%
CMG vs COP
+63.9%
-51.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.5% |
| 7D | +2.5% | +4.4% | -1.9% | +3.0% |
| 30D | +15.6% | 0.0% | +15.6% | +15.6% |
| 3M | +8.2% | +15.0% | -6.8% | +9.5% |
| 6M | +9.9% | +22.0% | -12.1% | +12.1% |
| YTD | -4.6% | +55.3% | -60.0% | -8.1% |
| 1Y | +12.4% | +64.1% | -51.7% | +8.8% |
| All | +12.4% | +63.9% | -51.5% | +8.8% |
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