-91.9%
CMPX vs SPY
+95.5%
-187.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.4% | -5.8% | -5.6% |
| 7D | -9.4% | -4.7% | -4.7% | -4.5% |
| 30D | -31.4% | -5.9% | -25.4% | -26.7% |
| 3M | -63.8% | -4.5% | -59.2% | -61.8% |
| 6M | -64.9% | +1.8% | -66.7% | -65.3% |
| YTD | -87.2% | +8.3% | -95.6% | -88.2% |
| 1Y | -82.1% | +9.3% | -91.4% | -83.5% |
| 3Y | -63.2% | +74.9% | -138.0% | -76.1% |
| 5Y | -81.2% | +67.3% | -148.4% | -88.1% |
| All | -91.9% | +95.5% | -187.4% | -96.4% |
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