+63.2%
CME vs COMP
+353.8%
-290.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.2% | -0.2% |
| 7D | +0.9% | +13.4% | -12.5% | +1.2% |
| 30D | +13.2% | +11.1% | +2.1% | +13.5% |
| 3M | +16.3% | -18.8% | +35.1% | +15.8% |
| 6M | +7.1% | +10.5% | -3.4% | +7.5% |
| YTD | +15.8% | -3.4% | +19.2% | +16.4% |
| 1Y | +17.1% | +19.7% | -2.6% | +17.9% |
| 3Y | +63.2% | +381.6% | -318.4% | +73.8% |
| All | +63.2% | +353.8% | -290.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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