+96.9%
C vs COMP
-52.0%
+148.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.7% | -10.2% | -0.8% |
| 7D | -2.4% | +13.4% | -15.8% | -3.9% |
| 30D | -6.0% | +11.1% | -17.1% | -7.4% |
| 3M | -10.5% | -18.8% | +8.3% | -8.7% |
| 6M | -5.7% | +10.5% | -16.2% | -7.7% |
| YTD | +4.1% | -3.4% | +7.5% | +2.6% |
| 1Y | +20.5% | +19.7% | +0.8% | +15.8% |
| 3Y | +208.1% | +381.6% | -173.5% | +143.3% |
| 5Y | +110.4% | -17.6% | +128.0% | +79.8% |
| All | +96.9% | -52.0% | +148.9% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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