-35.6%
CMPR vs SPY
+72.1%
-107.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +1.6% | +2.6% | -1.0% | -2.1% |
| 30D | -22.0% | -2.0% | -20.0% | -19.9% |
| 3M | -41.2% | -2.8% | -38.4% | -38.9% |
| 6M | -35.8% | +2.1% | -38.0% | -38.3% |
| YTD | -14.0% | +11.5% | -25.5% | -27.1% |
| 1Y | -15.2% | +13.5% | -28.6% | -30.0% |
| 3Y | -8.9% | +77.7% | -86.6% | -63.4% |
| All | -35.6% | +72.1% | -107.7% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling