-5.8%
COST vs COMP
+11.9%
-17.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.7% |
| 7D | -3.2% | +4.1% | -7.2% | -3.1% |
| 30D | -4.0% | -14.5% | +10.6% | -4.3% |
| 3M | -6.5% | +41.8% | -48.3% | -5.6% |
| 6M | -8.5% | +23.6% | -32.1% | -7.6% |
| YTD | +6.0% | +1.7% | +4.3% | +7.1% |
| 1Y | -5.8% | +12.6% | -18.4% | -5.7% |
| All | -5.8% | +11.9% | -17.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling