+58.2%
CAPR vs BB
+105.3%
-47.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | -5.6% | +3.7% | -0.6% |
| 30D | +139.2% | -11.8% | +151.0% | +145.7% |
| 3M | -66.4% | -25.5% | -40.8% | -64.2% |
| 6M | -63.1% | +121.3% | -184.4% | -84.8% |
| YTD | -67.4% | +103.2% | -170.6% | -85.0% |
| 1Y | +58.2% | +102.6% | -44.4% | -21.1% |
| All | +58.2% | +105.3% | -47.1% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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