-8.7%
COMP vs BR
+18.8%
-27.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.9% |
| 30D | +16.6% | +14.4% | +2.2% | +3.8% |
| 3M | -23.5% | +12.4% | -35.9% | -31.2% |
| 6M | +25.7% | +35.4% | -9.7% | -6.2% |
| YTD | -3.4% | -12.2% | +8.8% | +7.7% |
| 1Y | +7.6% | -12.7% | +20.3% | +20.3% |
| 3Y | +423.6% | +14.3% | +409.3% | +302.1% |
| All | -8.7% | +18.8% | -27.5% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling