-68.1%
CMPS vs SPY
+142.4%
-210.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.3% |
| 7D | +7.7% | -0.6% | +8.3% | +9.0% |
| 30D | -22.9% | -3.7% | -19.2% | -17.9% |
| 3M | -29.8% | -2.7% | -27.1% | -26.3% |
| 6M | -6.7% | +2.2% | -8.8% | -8.6% |
| YTD | +34.1% | +10.8% | +23.2% | +17.5% |
| 1Y | +61.1% | +11.2% | +49.9% | +40.9% |
| 3Y | +75.5% | +76.5% | -1.0% | -20.2% |
| 5Y | -72.4% | +72.9% | -145.3% | -86.8% |
| All | -68.1% | +142.4% | -210.5% | -91.2% |
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