+18.9%
C vs COMP
+11.9%
+7.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.2% | +3.1% | -3.7% |
| 7D | -5.3% | -1.8% | -3.5% | -5.0% |
| 30D | -7.3% | -0.8% | -6.6% | -7.4% |
| 3M | -13.5% | -28.1% | +14.7% | -9.1% |
| 6M | -6.5% | +27.0% | -33.5% | -12.1% |
| YTD | +3.6% | -12.8% | +16.4% | +7.6% |
| 1Y | +18.9% | +4.9% | +14.0% | +22.3% |
| All | +18.9% | +11.9% | +7.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling