+109.4%
C vs COMP
-28.0%
+137.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.2% | +3.1% | -4.1% |
| 7D | -5.3% | -1.8% | -3.5% | -5.1% |
| 30D | -7.3% | -0.8% | -6.6% | -7.4% |
| 3M | -13.5% | -28.1% | +14.7% | -10.3% |
| 6M | -6.5% | +27.0% | -33.5% | -10.3% |
| YTD | +3.6% | -12.8% | +16.4% | +3.4% |
| 1Y | +18.9% | +4.9% | +14.0% | +16.0% |
| 3Y | +205.0% | +321.0% | -116.0% | +143.6% |
| 5Y | +109.4% | -25.6% | +134.9% | +78.7% |
| All | +109.4% | -28.0% | +137.3% | +78.7% |
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