-90.4%
CMPX vs SPY
+101.9%
-192.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.8% |
| 7D | +19.7% | +3.3% | +16.4% | +15.9% |
| 30D | -4.3% | -2.7% | -1.6% | -1.3% |
| 3M | -65.4% | -1.7% | -63.7% | -64.6% |
| 6M | -56.1% | +3.1% | -59.2% | -57.2% |
| YTD | -84.7% | +11.9% | -96.6% | -86.3% |
| 1Y | -83.3% | +12.0% | -95.3% | -85.0% |
| 3Y | -47.1% | +78.2% | -125.3% | -66.5% |
| 5Y | -76.9% | +73.2% | -150.1% | -85.9% |
| All | -90.4% | +101.9% | -192.3% | -95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling