+60.7%
COP vs CMI
+10.9%
+49.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.8% | +0.6% | -5.7% |
| 7D | -8.1% | -11.2% | +3.1% | -9.2% |
| 30D | +6.7% | -9.8% | +16.5% | +5.6% |
| 3M | +16.9% | -25.5% | +42.4% | +13.1% |
| 6M | +11.2% | -27.7% | +38.8% | +7.9% |
| YTD | +49.5% | -6.6% | +56.1% | +48.5% |
| 1Y | +60.7% | +11.7% | +49.0% | +66.4% |
| All | +60.7% | +10.9% | +49.8% | +66.4% |
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