+71.0%
CME vs COMP
-17.6%
+88.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.2% | -0.6% |
| 7D | +0.9% | +13.4% | -12.5% | +0.7% |
| 30D | +13.2% | +11.1% | +2.1% | +12.9% |
| 3M | +16.3% | -18.8% | +35.1% | +16.6% |
| 6M | +7.1% | +10.5% | -3.4% | +6.7% |
| YTD | +15.8% | -3.4% | +19.2% | +15.5% |
| 1Y | +17.1% | +19.7% | -2.6% | +16.0% |
| 3Y | +63.2% | +381.6% | -318.4% | +51.2% |
| All | +71.0% | -17.6% | +88.6% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling