+34.7%
CMS vs COMP
-17.6%
+52.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.7% | -12.9% | -2.5% |
| 7D | -1.3% | +13.4% | -14.8% | -1.8% |
| 30D | +6.3% | +11.1% | -4.8% | +5.8% |
| 3M | -2.1% | -18.8% | +16.8% | -1.4% |
| 6M | -5.1% | +10.5% | -15.6% | -5.8% |
| YTD | +1.3% | -3.4% | +4.7% | +0.6% |
| 1Y | -1.4% | +19.7% | -21.1% | -3.0% |
| 3Y | +36.9% | +381.6% | -344.7% | +23.9% |
| All | +34.7% | -17.6% | +52.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling