+4,492.0%
COP vs CMI
+19,768.2%
-15,276.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.0% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | +17.5% | -13.4% | +30.9% | +22.9% |
| 3M | +13.4% | -17.0% | +30.4% | +19.1% |
| 6M | +17.7% | -1.6% | +19.4% | +15.4% |
| YTD | +46.6% | +11.0% | +35.6% | +37.4% |
| 1Y | +44.6% | +41.9% | +2.7% | +24.1% |
| 3Y | +20.7% | +151.8% | -131.1% | -15.4% |
| 5Y | +185.0% | +163.6% | +21.5% | +95.3% |
| 10Y | +347.0% | +472.9% | -125.9% | +143.4% |
| All | +4,492.0% | +19,768.2% | -15,276.3% | +1,075.5% |
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