+61.8%
COMT vs SPY
+412.2%
-350.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 6M | +21.2% | +13.0% | +8.2% | +15.5% |
| YTD | +44.5% | +13.5% | +30.9% | +37.3% |
| 1Y | +46.1% | +20.0% | +26.2% | +35.9% |
| 3Y | +48.9% | +77.2% | -28.3% | +17.4% |
| 5Y | +90.0% | +81.9% | +8.1% | +46.5% |
| 10Y | +154.6% | +314.1% | -159.5% | +20.5% |
| All | +61.8% | +412.2% | -350.3% | -33.2% |
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