+28.5%
CMG vs COMP
-49.4%
+77.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.4% |
| 7D | -1.5% | +4.1% | -5.5% | -2.0% |
| 30D | +12.7% | -14.5% | +27.3% | +14.6% |
| 3M | +26.3% | +41.8% | -15.5% | +20.4% |
| 6M | +4.5% | +23.6% | -19.1% | +0.4% |
| YTD | -0.1% | +1.7% | -1.8% | -2.1% |
| 1Y | -6.8% | +12.6% | -19.3% | -10.1% |
| 3Y | -5.0% | +221.9% | -226.8% | -23.0% |
| 5Y | -3.0% | -28.1% | +25.1% | -10.1% |
| All | +28.5% | -49.4% | +77.9% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling