+5,523.6%
COF vs CMI
+10,018.2%
-4,494.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -6.1% | +0.8% | -6.9% | -6.5% |
| 30D | -5.2% | -12.8% | +7.6% | +2.0% |
| 3M | +17.0% | -12.4% | +29.4% | +24.5% |
| 6M | +12.9% | -0.9% | +13.8% | +10.7% |
| YTD | -13.5% | +8.9% | -22.4% | -20.0% |
| 1Y | -5.9% | +37.7% | -43.6% | -24.2% |
| 3Y | +117.1% | +148.9% | -31.7% | +24.8% |
| 5Y | +45.4% | +164.4% | -119.0% | -18.9% |
| 10Y | +244.1% | +506.9% | -262.9% | +27.2% |
| All | +5,523.6% | +10,018.2% | -4,494.6% | +402.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling