-17.9%
COMP vs BB
-20.8%
+3.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +8.6% |
| 7D | +13.4% | +3.8% | +9.6% | +11.6% |
| 30D | +11.1% | -0.3% | +11.4% | +10.6% |
| 3M | -18.8% | -0.5% | -18.4% | -20.6% |
| 6M | +10.5% | +45.9% | -35.4% | -17.1% |
| YTD | -3.4% | +130.6% | -134.0% | -44.4% |
| 1Y | +19.7% | +89.2% | -69.5% | -24.0% |
| 3Y | +381.6% | +137.5% | +244.1% | +115.7% |
| All | -17.9% | -20.8% | +3.0% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling