+381.6%
COMP vs BB
+132.4%
+249.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +9.5% |
| 7D | +13.4% | +3.8% | +9.6% | +12.4% |
| 30D | +11.1% | -0.3% | +11.4% | +10.9% |
| 3M | -18.8% | -0.5% | -18.4% | -19.6% |
| 6M | +10.5% | +45.9% | -35.4% | -5.3% |
| YTD | -3.4% | +130.6% | -134.0% | -28.8% |
| 1Y | +19.7% | +89.2% | -69.5% | -6.7% |
| 3Y | +381.6% | +137.5% | +244.1% | +182.0% |
| All | +381.6% | +132.4% | +249.2% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling