+99.0%
CMI vs COMP
-52.0%
+151.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -14.0% | +16.6% | -30.6% | -15.5% |
| 3M | -28.1% | -23.5% | -4.6% | -26.5% |
| 6M | -35.8% | +25.7% | -61.6% | -37.9% |
| YTD | -10.5% | -3.4% | -7.1% | -11.9% |
| 1Y | -1.9% | +7.6% | -9.4% | -4.5% |
| 3Y | +121.0% | +423.6% | -302.6% | +82.2% |
| 5Y | +114.6% | -10.6% | +125.2% | +91.0% |
| All | +99.0% | -52.0% | +151.0% | +77.1% |
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 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