+141.8%
COMT vs SPY
+315.0%
-173.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.6% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | -5.9% | -3.3% | -2.6% | -5.1% |
| 3M | +8.3% | -2.4% | +10.7% | +8.9% |
| 6M | +2.0% | +2.6% | -0.6% | +0.9% |
| YTD | +41.6% | +11.2% | +30.4% | +36.2% |
| 1Y | +42.0% | +13.4% | +28.6% | +35.7% |
| 3Y | +55.1% | +79.9% | -24.8% | +25.6% |
| 5Y | +71.7% | +72.2% | -0.5% | +40.1% |
| 10Y | +141.8% | +307.3% | -165.6% | +36.7% |
| All | +141.8% | +315.0% | -173.3% | +36.7% |
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