-44.8%
COMP vs BR
+24.1%
-68.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +3.3% |
| 7D | +1.4% | -5.3% | +6.6% | +5.9% |
| 30D | -13.3% | +6.4% | -19.8% | -18.1% |
| 3M | +41.1% | +13.6% | +27.5% | +24.6% |
| 6M | +17.2% | -6.7% | +23.9% | +22.1% |
| YTD | +5.2% | -21.1% | +26.3% | +27.4% |
| 1Y | +18.9% | -29.6% | +48.5% | +60.7% |
| 3Y | +215.9% | -2.4% | +218.3% | +189.9% |
| 5Y | -31.2% | +11.2% | -42.4% | -51.1% |
| All | -44.8% | +24.1% | -68.9% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling