-25.6%
COMP vs CG
-21.0%
-4.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.5% | -1.6% | -2.8% |
| 7D | -1.8% | -1.5% | -0.3% | -0.2% |
| 30D | -0.8% | +2.8% | -3.5% | -2.7% |
| 3M | -28.1% | -19.2% | -8.9% | -14.4% |
| 6M | +27.0% | -21.0% | +48.0% | +52.4% |
| YTD | -12.8% | -31.0% | +18.2% | +16.2% |
| 1Y | +4.9% | -21.1% | +26.0% | +24.1% |
| 3Y | +321.0% | +48.8% | +272.2% | +123.6% |
| 5Y | -25.6% | -21.5% | -4.0% | -37.2% |
| All | -25.6% | -21.0% | -4.6% | -37.2% |
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