+47.8%
COMT vs SPY
+77.4%
-29.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +11.6% | +0.1% | +11.5% | +11.6% |
| 3M | +5.1% | +2.0% | +3.1% | +4.9% |
| 6M | +21.2% | +13.0% | +8.2% | +19.7% |
| YTD | +44.5% | +13.5% | +30.9% | +42.5% |
| 1Y | +46.1% | +20.0% | +26.2% | +42.3% |
| All | +47.8% | +77.4% | -29.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling