-49.3%
COMP vs BG
+44.0%
-93.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.2% | +10.7% |
| 7D | +13.4% | +2.5% | +10.9% | +13.0% |
| 30D | +11.1% | -6.1% | +17.2% | +12.0% |
| 3M | -18.8% | -8.5% | -10.3% | -18.2% |
| 6M | +10.5% | -20.4% | +30.9% | +13.6% |
| YTD | -3.4% | +13.3% | -16.7% | -9.7% |
| 1Y | +19.7% | +7.3% | +12.4% | +13.4% |
| 3Y | +381.6% | +2.6% | +379.0% | +357.7% |
| 5Y | -17.6% | +22.0% | -39.6% | -26.2% |
| All | -49.3% | +44.0% | -93.3% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling