-50.4%
COMP vs BG
+44.4%
-94.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.7% | -7.2% |
| 7D | +7.2% | +5.0% | +2.2% | +6.5% |
| 30D | +6.4% | -3.2% | +9.6% | +6.8% |
| 3M | -19.4% | -11.2% | -8.2% | -18.3% |
| 6M | +14.6% | -19.4% | +34.0% | +17.5% |
| YTD | -5.5% | +13.6% | -19.1% | -11.6% |
| 1Y | +13.7% | +7.3% | +6.4% | +7.8% |
| 3Y | +409.7% | +3.8% | +405.9% | +383.1% |
| 5Y | -17.0% | +23.2% | -40.2% | -25.8% |
| All | -50.4% | +44.4% | -94.9% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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