+338.5%
COP vs CMI
+516.5%
-177.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +2.3% | -0.7% | +3.0% | +2.7% |
| 30D | +8.6% | -12.4% | +21.0% | +16.2% |
| 3M | +19.9% | -14.8% | +34.6% | +28.3% |
| 6M | +19.0% | +0.8% | +18.2% | +12.1% |
| YTD | +50.0% | +10.2% | +39.8% | +31.7% |
| 1Y | +50.5% | +37.4% | +13.1% | +13.3% |
| 3Y | +25.2% | +153.3% | -128.1% | -39.8% |
| 5Y | +194.3% | +167.6% | +26.7% | +31.5% |
| All | +338.5% | +516.5% | -177.9% | +1.2% |
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 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