-46.5%
COMP vs USFR
+21.3%
-67.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +14.5% | +0.1% | +14.5% | +15.0% |
| 30D | +14.9% | +0.4% | +14.6% | +17.4% |
| 3M | -14.2% | +1.1% | -15.3% | -8.6% |
| 6M | +23.7% | +2.0% | +21.7% | +39.3% |
| YTD | +2.1% | +3.4% | -1.3% | +23.0% |
| 1Y | +26.2% | +4.1% | +22.1% | +57.0% |
| 3Y | +470.9% | +14.3% | +456.6% | +1,065.1% |
| 5Y | -14.0% | +21.3% | -35.3% | +131.0% |
| All | -46.5% | +21.3% | -67.8% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling