+20.1%
COMP vs BEN
+56.2%
-36.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.7% | +3.1% | +3.0% |
| 7D | +9.5% | +6.7% | +2.7% | +2.7% |
| 30D | +8.1% | +3.0% | +5.1% | +4.9% |
| 3M | -16.3% | -4.3% | -12.0% | -12.9% |
| 6M | +42.2% | +16.4% | +25.8% | +21.5% |
| YTD | -5.0% | +46.8% | -51.8% | -32.7% |
| 1Y | +20.1% | +57.3% | -37.3% | -18.2% |
| All | +20.1% | +56.2% | -36.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling