-8.7%
COMP vs CG
-23.0%
+14.3%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.8% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | +16.6% | +11.2% | +5.4% | +7.2% |
| 3M | -23.5% | -22.1% | -1.4% | -6.2% |
| 6M | +25.7% | -17.9% | +43.7% | +46.5% |
| YTD | -3.4% | -31.3% | +27.9% | +29.1% |
| 1Y | +7.6% | -24.0% | +31.6% | +31.2% |
| 3Y | +423.6% | +45.0% | +378.6% | +184.8% |
| All | -8.7% | -23.0% | +14.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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