-17.9%
COMP vs BR
+19.3%
-37.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.6% | +12.3% |
| 7D | +13.4% | +6.5% | +7.0% | +7.2% |
| 30D | +11.1% | +18.9% | -7.8% | -4.4% |
| 3M | -18.8% | +16.3% | -35.1% | -29.3% |
| 6M | +10.5% | +26.2% | -15.7% | -12.1% |
| YTD | -3.4% | -13.1% | +9.7% | +8.6% |
| 1Y | +19.7% | -10.5% | +30.2% | +29.7% |
| 3Y | +381.6% | +13.3% | +368.3% | +272.2% |
| All | -17.9% | +19.3% | -37.1% | -47.8% |
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