-36.6%
CMPR vs SPY
+315.0%
-351.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -5.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.9% |
| 30D | -25.6% | -3.3% | -22.3% | -22.0% |
| 3M | -42.1% | -2.4% | -39.7% | -40.2% |
| 6M | -39.8% | +2.6% | -42.3% | -42.5% |
| YTD | -17.1% | +11.2% | -28.3% | -29.8% |
| 1Y | -9.8% | +13.4% | -23.2% | -25.8% |
| 3Y | -11.0% | +79.9% | -90.9% | -63.8% |
| 5Y | -38.8% | +72.2% | -111.0% | -72.4% |
| 10Y | -36.6% | +307.3% | -344.0% | -91.0% |
| All | -36.6% | +315.0% | -351.7% | -91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling