+19.7%
COMP vs BEN
+54.9%
-35.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +5.6% |
| 7D | +13.4% | +6.6% | +6.8% | +6.7% |
| 30D | +11.1% | +3.8% | +7.3% | +7.4% |
| 3M | -18.8% | +0.2% | -19.1% | -18.8% |
| 6M | +10.5% | +10.4% | 0.0% | -0.9% |
| YTD | -3.4% | +46.2% | -49.6% | -31.9% |
| 1Y | +19.7% | +52.3% | -32.6% | -17.8% |
| All | +19.7% | +54.9% | -35.2% | -17.8% |
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