+88.5%
COM vs SPY
+261.9%
-173.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.8% | -2.7% | +0.9% | -1.6% |
| 30D | -4.5% | -5.4% | +0.9% | -4.1% |
| 3M | +0.2% | -4.1% | +4.3% | +0.5% |
| 6M | -0.6% | +0.7% | -1.3% | -0.7% |
| YTD | +16.0% | +8.7% | +7.3% | +15.1% |
| 1Y | +18.4% | +10.9% | +7.5% | +17.2% |
| 3Y | +26.5% | +75.0% | -48.4% | +20.4% |
| 5Y | +38.9% | +67.8% | -28.9% | +32.7% |
| All | +88.5% | +261.9% | -173.4% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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