-10.5%
COMP vs USFR
+21.4%
-31.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +2.2% | +0.1% | +2.1% | +3.0% |
| 30D | +16.3% | +0.4% | +15.9% | +20.3% |
| 3M | -19.1% | +1.1% | -20.2% | -11.1% |
| 6M | +17.1% | +2.1% | +15.1% | +40.1% |
| YTD | -2.9% | +3.4% | -6.4% | +28.9% |
| 1Y | +8.8% | +4.1% | +4.7% | +51.5% |
| 3Y | +423.5% | +14.4% | +409.1% | +1,470.6% |
| 5Y | -10.5% | +21.4% | -31.9% | +341.7% |
| All | -10.5% | +21.4% | -31.9% | +341.7% |
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