+414.9%
COMP vs BG
+4.7%
+410.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +8.9% | +1.5% | +7.4% | +8.9% |
| 30D | +14.0% | -7.0% | +21.0% | +13.8% |
| 3M | -21.1% | -10.0% | -11.2% | -21.3% |
| 6M | +20.1% | -19.8% | +39.9% | +20.4% |
| YTD | -5.0% | +14.3% | -19.3% | -10.9% |
| 1Y | +5.7% | +6.5% | -0.8% | +0.4% |
| All | +414.9% | +4.7% | +410.2% | +430.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling