-46.5%
COMP vs BR
+38.1%
-84.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +4.9% |
| 7D | +14.5% | +4.4% | +10.1% | +10.3% |
| 30D | +14.9% | +16.3% | -1.3% | +1.5% |
| 3M | -14.2% | +16.2% | -30.5% | -24.7% |
| 6M | +23.7% | +30.3% | -6.6% | -3.1% |
| YTD | +2.1% | -12.2% | +14.3% | +12.9% |
| 1Y | +26.2% | -11.3% | +37.5% | +37.6% |
| 3Y | +470.9% | +15.2% | +455.7% | +348.2% |
| 5Y | -14.0% | +18.0% | -32.1% | -43.6% |
| All | -46.5% | +38.1% | -84.5% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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