-3.6%
CMI vs COMP
+6.6%
-10.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | +1.5% | +8.9% | -7.4% | +0.2% |
| 30D | -14.0% | +14.0% | -27.9% | -15.9% |
| 3M | -28.3% | -21.1% | -7.2% | -25.9% |
| 6M | -34.9% | +20.1% | -55.0% | -38.1% |
| YTD | -9.9% | -5.0% | -4.9% | -14.6% |
| 1Y | -3.6% | +5.7% | -9.3% | -9.1% |
| All | -3.6% | +6.6% | -10.2% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling