+146.8%
CMI vs COMP
-47.7%
+194.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | -13.4% | -13.3% | -0.1% | -12.3% |
| 3M | -17.0% | +41.1% | -58.1% | -20.1% |
| 6M | -1.6% | +17.2% | -18.8% | -4.3% |
| YTD | +11.0% | +5.2% | +5.8% | +8.7% |
| 1Y | +41.9% | +18.9% | +23.0% | +36.8% |
| 3Y | +151.8% | +215.9% | -64.1% | +116.0% |
| 5Y | +163.6% | -31.2% | +194.8% | +135.9% |
| All | +146.8% | -47.7% | +194.5% | +118.5% |
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 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