-68.9%
CMPS vs SPY
+143.9%
-212.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | +4.6% | +2.6% | +2.1% | +0.9% |
| 30D | -20.1% | -2.0% | -18.1% | -17.0% |
| 3M | -32.2% | -2.8% | -29.4% | -28.8% |
| 6M | -17.8% | +2.1% | -19.9% | -19.6% |
| YTD | +30.6% | +11.5% | +19.1% | +13.5% |
| 1Y | +70.3% | +13.5% | +56.9% | +44.4% |
| 3Y | +71.0% | +77.7% | -6.7% | -23.0% |
| 5Y | -74.5% | +72.6% | -147.2% | -87.8% |
| All | -68.9% | +143.9% | -212.8% | -91.5% |
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