-29.9%
COMP vs BEN
+39.3%
-69.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -3.2% |
| 7D | +1.4% | +0.2% | +1.1% | +1.0% |
| 30D | -13.3% | -0.5% | -12.8% | -13.0% |
| 3M | +41.1% | +9.7% | +31.4% | +26.9% |
| 6M | +17.2% | +33.9% | -16.7% | -14.7% |
| YTD | +5.2% | +49.0% | -43.8% | -31.8% |
| 1Y | +18.9% | +42.1% | -23.2% | -19.6% |
| 3Y | +215.9% | +51.9% | +164.0% | +94.5% |
| All | -29.9% | +39.3% | -69.2% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling