-54.2%
COMP vs USFR
+21.3%
-75.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.2% | -8.0% |
| 7D | -1.8% | +0.1% | -1.9% | -1.2% |
| 30D | -0.8% | +0.4% | -1.2% | +1.7% |
| 3M | -28.1% | +1.1% | -29.2% | -23.4% |
| 6M | +27.0% | +2.0% | +25.0% | +43.1% |
| YTD | -12.8% | +3.4% | -16.2% | +4.9% |
| 1Y | +4.9% | +4.1% | +0.8% | +30.5% |
| 3Y | +321.0% | +14.4% | +306.6% | +762.0% |
| 5Y | -25.6% | +21.3% | -46.9% | +99.5% |
| All | -54.2% | +21.3% | -75.6% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling