+167.0%
CMI vs COO
-44.2%
+211.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | +0.5% |
| 7D | +0.7% | -9.0% | +9.7% | +3.3% |
| 30D | -12.3% | -16.8% | +4.5% | -7.8% |
| 3M | -16.8% | -7.5% | -9.3% | -15.5% |
| 6M | +1.5% | -16.3% | +17.8% | +6.2% |
| YTD | +9.8% | -22.5% | +32.3% | +17.8% |
| 1Y | +42.6% | -7.0% | +49.6% | +43.8% |
| 3Y | +151.0% | -27.5% | +178.4% | +166.1% |
| 5Y | +167.0% | -43.3% | +210.3% | +206.3% |
| All | +167.0% | -44.2% | +211.2% | +206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling