+495.9%
CMI vs COO
+17.5%
+478.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.8% | +3.8% |
| 7D | +0.8% | -23.3% | +24.1% | +9.2% |
| 30D | -12.8% | -29.5% | +16.7% | -3.0% |
| 3M | -12.4% | -20.0% | +7.5% | -7.1% |
| 6M | -0.9% | -27.2% | +26.3% | +8.3% |
| YTD | +8.9% | -33.9% | +42.8% | +23.1% |
| 1Y | +37.7% | -19.9% | +57.6% | +45.0% |
| 3Y | +148.9% | -38.1% | +186.9% | +178.8% |
| 5Y | +164.4% | -52.0% | +216.3% | +218.8% |
| All | +495.9% | +17.5% | +478.4% | +437.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling