+37.7%
CMI vs COO
-20.6%
+58.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.8% | +0.5% |
| 7D | +0.8% | -23.3% | +24.1% | +3.2% |
| 30D | -12.8% | -29.5% | +16.7% | -10.0% |
| 3M | -12.4% | -20.0% | +7.5% | -11.5% |
| 6M | -0.9% | -27.2% | +26.3% | +5.2% |
| YTD | +8.9% | -33.9% | +42.8% | +19.4% |
| 1Y | +37.7% | -19.9% | +57.6% | +43.8% |
| All | +37.7% | -20.6% | +58.3% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling