-18.2%
CMG vs COMP
+414.9%
-433.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.8% |
| 7D | -0.6% | +8.9% | -9.5% | -1.5% |
| 30D | +15.9% | +14.0% | +1.9% | +14.2% |
| 3M | +7.8% | -21.1% | +28.9% | +9.6% |
| 6M | +7.7% | +20.1% | -12.4% | +4.9% |
| YTD | -4.9% | -5.0% | +0.1% | -6.2% |
| 1Y | +12.3% | +5.7% | +6.6% | +9.8% |
| All | -18.2% | +414.9% | -433.1% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling