+76.5%
COMT vs SPY
+67.4%
+9.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -6.7% | -2.7% | -4.0% | -6.4% |
| 30D | -2.8% | -5.4% | +2.6% | -2.1% |
| 3M | +10.7% | -4.1% | +14.8% | +11.3% |
| 6M | +3.9% | +0.7% | +3.2% | +3.5% |
| YTD | +44.4% | +8.7% | +35.8% | +41.8% |
| 1Y | +45.3% | +10.9% | +34.4% | +41.9% |
| 3Y | +51.1% | +75.0% | -23.9% | +32.3% |
| All | +76.5% | +67.4% | +9.1% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling