-4.4%
CMG vs COMP
-17.6%
+13.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.7% | -13.5% | -4.0% |
| 7D | +8.0% | +13.4% | -5.5% | +6.2% |
| 30D | +11.9% | +11.1% | +0.8% | +10.2% |
| 3M | +2.1% | -18.8% | +21.0% | +4.2% |
| 6M | +5.2% | +10.5% | -5.3% | +2.7% |
| YTD | -6.9% | -3.4% | -3.5% | -8.6% |
| 1Y | +12.7% | +19.7% | -7.0% | +7.8% |
| 3Y | -16.8% | +381.6% | -398.4% | -36.5% |
| All | -4.4% | -17.6% | +13.2% | -5.1% |
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