+118.1%
COF vs CMI
+150.2%
-32.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -6.0% | -12.4% | +6.4% | -0.2% |
| 3M | +14.8% | -14.8% | +29.6% | +22.4% |
| 6M | +15.3% | +0.8% | +14.5% | +10.5% |
| YTD | -13.0% | +10.2% | -23.2% | -21.4% |
| 1Y | -5.7% | +37.4% | -43.1% | -25.9% |
| 3Y | +118.1% | +153.3% | -35.2% | +27.2% |
| All | +118.1% | +150.2% | -32.1% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling