-44.8%
COMP vs BG
+72.5%
-117.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.4% | +2.8% | -1.4% | +0.9% |
| 30D | -13.3% | +12.0% | -25.4% | -15.0% |
| 3M | +41.1% | -7.7% | +48.8% | +42.7% |
| 6M | +17.2% | +4.5% | +12.7% | +14.5% |
| YTD | +5.2% | +35.7% | -30.5% | -3.9% |
| 1Y | +18.9% | +50.1% | -31.1% | +5.6% |
| 3Y | +215.9% | +12.6% | +203.3% | +200.7% |
| 5Y | -31.2% | +75.4% | -106.6% | -42.4% |
| All | -44.8% | +72.5% | -117.3% | -54.4% |
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