+28.5%
CMG vs COMP
-47.7%
+76.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | +7.1% | -13.3% | +20.5% | +8.8% |
| 3M | +31.2% | +41.1% | -10.0% | +25.2% |
| 6M | +0.7% | +17.2% | -16.5% | -2.7% |
| YTD | -0.1% | +5.2% | -5.3% | -2.4% |
| 1Y | -10.7% | +18.9% | -29.7% | -14.5% |
| 3Y | -4.7% | +215.9% | -220.6% | -22.5% |
| 5Y | -3.8% | -31.2% | +27.4% | -10.3% |
| All | +28.5% | -47.7% | +76.1% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling