-44.8%
COMP vs USFR
+20.4%
-65.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.7% |
| 30D | -13.3% | +0.3% | -13.6% | -11.7% |
| 3M | +41.1% | +1.0% | +40.1% | +49.8% |
| 6M | +17.2% | +1.9% | +15.2% | +30.6% |
| YTD | +5.2% | +2.6% | +2.6% | +20.9% |
| 1Y | +18.9% | +4.0% | +14.9% | +46.7% |
| 3Y | +215.9% | +14.1% | +201.8% | +532.6% |
| 5Y | -31.2% | +20.4% | -51.6% | +76.2% |
| All | -44.8% | +20.4% | -65.2% | +45.0% |
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