+24.9%
CP vs COMP
-52.0%
+76.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.4% | -2.6% |
| 7D | +2.8% | +13.4% | -10.7% | +1.6% |
| 30D | +10.2% | +11.1% | -0.9% | +9.1% |
| 3M | +2.4% | -18.8% | +21.2% | +3.8% |
| 6M | +7.7% | +10.5% | -2.8% | +5.9% |
| YTD | +26.0% | -3.4% | +29.4% | +24.3% |
| 1Y | +34.6% | +19.7% | +14.9% | +30.3% |
| 3Y | +26.7% | +381.6% | -354.9% | +5.4% |
| 5Y | +24.9% | -17.6% | +42.5% | +11.0% |
| All | +24.9% | -52.0% | +76.8% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling