+71.0%
CME vs COMP
-28.0%
+98.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.2% | +7.8% | -0.2% |
| 7D | +3.7% | -1.8% | +5.5% | +3.7% |
| 30D | +13.7% | -0.8% | +14.5% | +13.7% |
| 3M | +16.6% | -28.1% | +44.7% | +17.2% |
| 6M | +8.2% | +27.0% | -18.8% | +7.2% |
| YTD | +16.3% | -12.8% | +29.1% | +16.2% |
| 1Y | +19.1% | +4.9% | +14.2% | +18.3% |
| 3Y | +67.4% | +321.0% | -253.7% | +55.7% |
| 5Y | +71.0% | -25.6% | +96.6% | +68.2% |
| All | +71.0% | -28.0% | +98.9% | +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