-18.2%
CMG vs COP
+32.4%
-50.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.1% |
| 7D | -0.6% | +3.4% | -4.0% | -0.9% |
| 30D | +15.9% | -0.6% | +16.5% | +15.8% |
| 3M | +7.8% | +10.8% | -3.0% | +6.6% |
| 6M | +7.7% | +19.6% | -12.0% | +5.6% |
| YTD | -4.9% | +52.9% | -57.9% | -11.3% |
| 1Y | +12.3% | +62.2% | -49.9% | +3.6% |
| All | -18.2% | +32.4% | -50.6% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling