+117.4%
CMI vs COMP
+353.8%
-236.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.4% | -1.0% |
| 7D | -10.0% | +13.4% | -23.4% | -11.6% |
| 30D | -13.0% | +11.1% | -24.1% | -14.4% |
| 3M | -29.9% | -18.8% | -11.0% | -28.3% |
| 6M | -36.7% | +10.5% | -47.2% | -38.2% |
| YTD | -10.9% | -3.4% | -7.5% | -13.1% |
| 1Y | -1.3% | +19.7% | -21.0% | -6.2% |
| 3Y | +117.4% | +381.6% | -264.2% | +72.6% |
| All | +117.4% | +353.8% | -236.4% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling