+88.7%
COM vs SPY
+260.8%
-172.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.2% |
| 7D | -1.9% | -4.7% | +2.8% | -1.5% |
| 30D | -4.8% | -5.9% | +1.1% | -4.3% |
| 3M | +0.4% | -4.5% | +4.9% | +0.8% |
| 6M | -1.2% | +1.8% | -3.0% | -1.4% |
| YTD | +16.1% | +8.3% | +7.8% | +15.2% |
| 1Y | +18.4% | +9.3% | +9.0% | +17.4% |
| 3Y | +26.7% | +74.9% | -48.1% | +20.6% |
| 5Y | +39.1% | +67.3% | -28.2% | +32.8% |
| All | +88.7% | +260.8% | -172.1% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling