+7.6%
COMP vs BEN
+65.1%
-57.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.2% |
| 7D | 0.0% | +6.8% | -6.8% | -7.2% |
| 30D | +16.6% | +18.0% | -1.4% | -1.9% |
| 3M | -23.5% | +7.5% | -31.0% | -29.2% |
| 6M | +25.7% | +14.7% | +11.0% | +7.3% |
| YTD | -3.4% | +56.1% | -59.5% | -38.8% |
| 1Y | +7.6% | +69.6% | -62.0% | -37.0% |
| All | +7.6% | +65.1% | -57.5% | -37.0% |
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