-50.2%
COMP vs BEN
+57.0%
-107.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -0.9% |
| 7D | +8.9% | +11.3% | -2.4% | -2.2% |
| 30D | +14.0% | +15.0% | -1.0% | -0.4% |
| 3M | -21.1% | +7.8% | -29.0% | -26.5% |
| 6M | +20.1% | +15.5% | +4.6% | +4.1% |
| YTD | -5.0% | +55.4% | -60.4% | -38.6% |
| 1Y | +5.7% | +63.3% | -57.6% | -35.1% |
| 3Y | +412.2% | +83.4% | +328.8% | +167.9% |
| 5Y | -12.1% | +28.1% | -40.2% | -41.4% |
| All | -50.2% | +57.0% | -107.2% | -67.2% |
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 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