+19,478.9%
CMI vs COO
+5,988.7%
+13,490.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.9% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -13.4% | -7.0% | -6.4% | -12.9% |
| 3M | -17.0% | +12.2% | -29.2% | -18.1% |
| 6M | -1.6% | -15.1% | +13.5% | -0.3% |
| YTD | +11.0% | -15.1% | +26.1% | +12.5% |
| 1Y | +41.9% | +2.3% | +39.6% | +41.1% |
| 3Y | +151.8% | -23.7% | +175.5% | +156.3% |
| 5Y | +163.6% | -38.9% | +202.5% | +172.8% |
| 10Y | +472.9% | +49.9% | +423.0% | +447.0% |
| All | +19,478.9% | +5,988.7% | +13,490.2% | +15,911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling