-49.3%
COMP vs BEN
+47.7%
-97.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +6.0% |
| 7D | +13.4% | +6.6% | +6.8% | +7.0% |
| 30D | +11.1% | +3.8% | +7.3% | +7.7% |
| 3M | -18.8% | +0.2% | -19.1% | -18.5% |
| 6M | +10.5% | +10.4% | 0.0% | +0.3% |
| YTD | -3.4% | +46.2% | -49.6% | -33.4% |
| 1Y | +19.7% | +52.3% | -32.6% | -21.1% |
| 3Y | +381.6% | +65.9% | +315.7% | +180.9% |
| 5Y | -17.6% | +20.6% | -38.2% | -41.5% |
| All | -49.3% | +47.7% | -97.0% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling