+48.6%
CMPS vs SPY
+78.7%
-30.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.4% | +6.6% |
| 7D | +6.0% | +0.5% | +5.5% | +5.2% |
| 30D | +3.7% | -0.9% | +4.6% | +4.9% |
| 3M | +19.7% | +3.9% | +15.8% | +12.7% |
| 6M | +113.4% | +14.5% | +98.9% | +76.3% |
| YTD | +103.5% | +12.9% | +90.6% | +72.0% |
| 1Y | +181.9% | +19.4% | +162.6% | +120.7% |
| 3Y | +48.6% | +78.5% | -29.9% | -43.7% |
| All | +48.6% | +78.7% | -30.1% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling