+79.1%
CME vs COMP
-31.2%
+110.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.6% | +1.4% | -2.9% | -1.6% |
| 30D | +6.2% | -13.3% | +19.6% | +6.5% |
| 3M | +10.4% | +41.1% | -30.7% | +9.5% |
| 6M | -9.5% | +17.2% | -26.7% | -10.0% |
| YTD | +6.0% | +5.2% | +0.8% | +5.6% |
| 1Y | +9.3% | +18.9% | -9.7% | +8.4% |
| 3Y | +57.7% | +215.9% | -158.3% | +49.3% |
| All | +79.1% | -31.2% | +110.3% | +78.3% |
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