-5.7%
CMG vs COP
+195.6%
-201.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | +12.1% | +11.7% | +0.4% | +10.8% |
| 3M | +20.6% | +17.7% | +2.9% | +18.4% |
| 6M | +2.1% | +18.3% | -16.2% | -0.2% |
| YTD | -2.6% | +49.1% | -51.7% | -7.9% |
| 1Y | -8.7% | +53.3% | -62.0% | -14.1% |
| 3Y | -7.4% | +22.2% | -29.5% | -11.4% |
| 5Y | -5.7% | +193.3% | -199.0% | -19.1% |
| All | -5.7% | +195.6% | -201.3% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling