-72.0%
CMPX vs SPY
+104.9%
-176.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +25.9% | +0.1% | +25.9% | +25.9% |
| 3M | +11.7% | +2.0% | +9.7% | +9.6% |
| 6M | -58.2% | +13.0% | -71.2% | -63.0% |
| YTD | -55.7% | +13.5% | -69.2% | -61.0% |
| 1Y | -29.4% | +20.0% | -49.3% | -41.3% |
| 3Y | 0.0% | +77.2% | -77.2% | -37.1% |
| 5Y | -32.0% | +81.9% | -113.9% | -61.2% |
| All | -72.0% | +104.9% | -176.9% | -88.1% |
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