-44.8%
COMP vs BB
-10.4%
-34.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | -5.6% | +7.0% | +3.8% |
| 30D | -13.3% | -11.8% | -1.5% | -9.1% |
| 3M | +41.1% | -25.5% | +66.6% | +54.5% |
| 6M | +17.2% | +121.3% | -104.1% | -23.8% |
| YTD | +5.2% | +103.2% | -98.0% | -28.9% |
| 1Y | +18.9% | +102.6% | -83.7% | -21.7% |
| 3Y | +215.9% | +37.5% | +178.4% | +120.7% |
| 5Y | -31.2% | -30.4% | -0.7% | -44.1% |
| All | -44.8% | -10.4% | -34.5% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling