-5.1%
COF vs CMI
+10.9%
-16.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.6% | +0.5% |
| 7D | +0.7% | -11.2% | +11.9% | +4.2% |
| 30D | +5.7% | -9.8% | +15.6% | +8.8% |
| 3M | -6.7% | -25.5% | +18.8% | +1.4% |
| 6M | +9.5% | -27.7% | +37.1% | +18.1% |
| YTD | -13.9% | -6.6% | -7.3% | -17.2% |
| 1Y | -5.1% | +11.7% | -16.7% | -14.1% |
| All | -5.1% | +10.9% | -16.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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