-90.1%
CMPX vs SPY
+100.0%
-190.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +11.3% | -0.6% | +11.9% | +12.5% |
| 30D | -15.6% | -3.7% | -11.9% | -11.9% |
| 3M | -62.3% | -2.7% | -59.5% | -61.0% |
| 6M | -54.2% | +2.2% | -56.4% | -54.8% |
| YTD | -84.4% | +10.8% | -95.2% | -85.9% |
| 1Y | -80.4% | +11.2% | -91.7% | -82.3% |
| 3Y | -45.9% | +76.5% | -122.4% | -65.4% |
| 5Y | -76.8% | +72.9% | -149.7% | -85.9% |
| All | -90.1% | +100.0% | -190.2% | -95.7% |
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