+27.9%
CP vs COMP
-52.8%
+80.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +2.8% |
| 7D | +5.6% | +9.5% | -3.9% | +4.8% |
| 30D | +10.0% | +8.1% | +2.0% | +9.2% |
| 3M | +4.4% | -16.3% | +20.7% | +5.7% |
| 6M | +14.1% | +42.2% | -28.1% | +9.7% |
| YTD | +29.1% | -5.0% | +34.1% | +27.6% |
| 1Y | +34.6% | +20.1% | +14.5% | +30.3% |
| 3Y | +29.8% | +358.4% | -328.7% | +8.4% |
| 5Y | +28.7% | -21.9% | +50.6% | +14.8% |
| All | +27.9% | -52.8% | +80.7% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling