-91.1%
CMPX vs SPY
+96.1%
-187.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.3% | +10.5% | +10.5% |
| 7D | -3.6% | -2.7% | -0.9% | -0.4% |
| 30D | -25.6% | -5.4% | -20.2% | -21.0% |
| 3M | -61.9% | -4.1% | -57.8% | -60.0% |
| 6M | -59.4% | +0.7% | -60.1% | -59.4% |
| YTD | -85.9% | +8.7% | -94.5% | -86.9% |
| 1Y | -81.0% | +10.9% | -91.9% | -82.8% |
| 3Y | -56.9% | +75.0% | -131.9% | -72.1% |
| 5Y | -79.1% | +67.8% | -146.9% | -86.8% |
| All | -91.1% | +96.1% | -187.2% | -96.0% |
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