-54.2%
CMPS vs SPY
+148.4%
-202.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -2.3% | +0.1% | -2.3% | -2.5% |
| 3M | +1.7% | +2.0% | -0.3% | -1.4% |
| 6M | +88.2% | +13.0% | +75.2% | +58.6% |
| YTD | +92.3% | +13.5% | +78.8% | +61.3% |
| 1Y | +160.2% | +20.0% | +140.2% | +101.8% |
| 3Y | +42.2% | +77.2% | -35.0% | -36.2% |
| 5Y | -60.1% | +81.9% | -142.0% | -82.4% |
| All | -54.2% | +148.4% | -202.6% | -87.9% |
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