-17.9%
COMP vs EAT
+361.6%
-379.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.9% | +13.6% | +12.0% |
| 7D | +13.4% | -2.6% | +16.1% | +14.8% |
| 30D | +11.1% | +11.5% | -0.4% | +4.6% |
| 3M | -18.8% | -9.1% | -9.7% | -17.2% |
| 6M | +10.5% | +40.4% | -29.9% | -9.8% |
| YTD | -3.4% | +43.9% | -47.3% | -23.6% |
| 1Y | +19.7% | +101.9% | -82.3% | -21.0% |
| 3Y | +381.6% | +489.9% | -108.3% | +26.0% |
| All | -17.9% | +361.6% | -379.5% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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