+473.4%
CMPR vs SPY
+819.6%
-346.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -2.0% | +0.1% | -2.2% | -2.2% |
| 30D | -13.2% | +0.1% | -13.2% | -13.2% |
| 3M | -9.8% | +2.0% | -11.8% | -12.4% |
| 6M | +24.6% | +13.0% | +11.6% | +6.6% |
| YTD | +31.3% | +13.5% | +17.8% | +12.0% |
| 1Y | +44.2% | +20.0% | +24.2% | +14.6% |
| 3Y | +33.0% | +77.2% | -44.1% | -33.8% |
| 5Y | -8.0% | +81.9% | -89.9% | -53.7% |
| 10Y | -12.6% | +314.1% | -326.6% | -81.3% |
| All | +473.4% | +819.6% | -346.1% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling