+147.2%
CMI vs COMP
-49.4%
+196.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +0.5% |
| 7D | +1.9% | +4.1% | -2.2% | +1.5% |
| 30D | -12.5% | -14.5% | +2.0% | -11.2% |
| 3M | -16.2% | +41.8% | -58.0% | -19.4% |
| 6M | +4.9% | +23.6% | -18.7% | +1.5% |
| YTD | +11.1% | +1.7% | +9.4% | +9.2% |
| 1Y | +43.4% | +12.6% | +30.8% | +39.0% |
| 3Y | +154.1% | +221.9% | -67.8% | +117.8% |
| 5Y | +169.5% | -28.1% | +197.6% | +141.6% |
| All | +147.2% | -49.4% | +196.6% | +119.5% |
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