+130.7%
C vs COMP
-31.2%
+161.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +3.6% | +1.4% | +2.3% | +3.4% |
| 30D | +0.1% | -13.3% | +13.4% | +1.7% |
| 3M | +2.4% | +41.1% | -38.7% | -2.1% |
| 6M | +24.9% | +17.2% | +7.8% | +21.0% |
| YTD | +19.8% | +5.2% | +14.6% | +17.3% |
| 1Y | +44.9% | +18.9% | +25.9% | +39.1% |
| 3Y | +263.0% | +215.9% | +47.1% | +198.8% |
| All | +130.7% | -31.2% | +161.8% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling