-6.7%
CMG vs COP
+53.9%
-60.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -3.8% | +1.0% | -4.8% | -3.8% |
| 30D | +12.9% | +9.6% | +3.3% | +13.5% |
| 3M | +18.8% | +15.0% | +3.7% | +20.0% |
| 6M | +4.1% | +21.8% | -17.7% | +3.6% |
| YTD | -2.4% | +49.6% | -52.0% | -6.5% |
| 1Y | -6.7% | +49.9% | -56.5% | -10.3% |
| All | -6.7% | +53.9% | -60.6% | -10.3% |
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