+150.6%
COMT vs SPY
+313.2%
-162.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +11.6% | +0.1% | +11.5% | +11.5% |
| 3M | +5.1% | +2.0% | +3.1% | +4.3% |
| 6M | +21.2% | +13.0% | +8.2% | +16.2% |
| YTD | +44.5% | +13.5% | +30.9% | +38.3% |
| 1Y | +46.1% | +20.0% | +26.2% | +37.3% |
| 3Y | +48.9% | +77.2% | -28.3% | +21.1% |
| 5Y | +90.0% | +81.9% | +8.1% | +51.6% |
| All | +150.6% | +313.2% | -162.6% | +31.8% |
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