+24.5%
COP vs CMI
+149.3%
-124.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +11.7% | -12.3% | +24.0% | +14.5% |
| 3M | +17.7% | -16.8% | +34.5% | +21.3% |
| 6M | +18.3% | +1.5% | +16.8% | +13.5% |
| YTD | +49.1% | +9.8% | +39.3% | +37.4% |
| 1Y | +53.3% | +42.6% | +10.7% | +25.3% |
| All | +24.5% | +149.3% | -124.8% | -15.0% |
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