+242.0%
COF vs CMI
+516.5%
-274.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.3% |
| 7D | -5.1% | -0.7% | -4.4% | -4.6% |
| 30D | -6.0% | -12.4% | +6.4% | +3.2% |
| 3M | +14.8% | -14.8% | +29.6% | +26.8% |
| 6M | +15.3% | +0.8% | +14.5% | +9.4% |
| YTD | -13.0% | +10.2% | -23.2% | -24.1% |
| 1Y | -5.7% | +37.4% | -43.1% | -32.1% |
| 3Y | +118.1% | +153.3% | -35.2% | -8.6% |
| 5Y | +46.2% | +167.6% | -121.4% | -42.4% |
| All | +242.0% | +516.5% | -274.5% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling