+4,100.0%
CMG vs COP
+448.0%
+3,652.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -2.8% | +3.0% | -5.8% | -3.6% |
| 30D | +7.1% | +17.5% | -10.4% | +2.5% |
| 3M | +31.2% | +13.4% | +17.8% | +26.2% |
| 6M | +0.7% | +17.7% | -17.1% | -4.8% |
| YTD | -0.1% | +46.6% | -46.7% | -11.4% |
| 1Y | -10.7% | +44.6% | -55.4% | -20.8% |
| 3Y | -4.7% | +20.7% | -25.4% | -12.9% |
| 5Y | -3.8% | +185.0% | -188.8% | -35.3% |
| 10Y | +352.5% | +347.0% | +5.5% | +128.5% |
| All | +4,100.0% | +448.0% | +3,652.0% | +1,489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling