-17.9%
COMP vs USFR
+21.3%
-39.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.9% |
| 7D | +13.4% | +0.1% | +13.3% | +14.3% |
| 30D | +11.1% | +0.4% | +10.7% | +14.8% |
| 3M | -18.8% | +1.1% | -19.9% | -11.5% |
| 6M | +10.5% | +2.1% | +8.4% | +30.3% |
| YTD | -3.4% | +3.4% | -6.8% | +24.9% |
| 1Y | +19.7% | +4.1% | +15.6% | +62.3% |
| 3Y | +381.6% | +14.4% | +367.2% | +1,205.3% |
| All | -17.9% | +21.3% | -39.2% | +229.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling