+69.4%
CME vs COMP
-13.7%
+83.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.5% |
| 7D | -0.6% | +14.5% | -15.1% | -0.8% |
| 30D | +8.5% | +14.9% | -6.4% | +8.2% |
| 3M | +16.0% | -14.2% | +30.3% | +16.2% |
| 6M | +9.3% | +23.7% | -14.4% | +8.6% |
| YTD | +15.3% | +2.1% | +13.2% | +14.9% |
| 1Y | +14.4% | +26.2% | -11.8% | +13.3% |
| 3Y | +59.9% | +470.9% | -411.0% | +47.4% |
| 5Y | +69.4% | -14.0% | +83.5% | +68.2% |
| All | +69.4% | -13.7% | +83.1% | +68.2% |
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