-68.2%
CAPR vs BB
+28.9%
-97.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.9% | -9.1% | -9.7% |
| 7D | +7.6% | +11.6% | -4.0% | +4.9% |
| 30D | +13.3% | +2.6% | +10.7% | +12.0% |
| 3M | +130.4% | +3.5% | +126.9% | +126.1% |
| 6M | -70.8% | +43.5% | -114.3% | -74.8% |
| YTD | -69.3% | +141.2% | -210.4% | -77.4% |
| 1Y | +59.5% | +97.4% | -37.9% | +23.7% |
| 3Y | +216.8% | +151.1% | +65.7% | +116.4% |
| 5Y | +152.7% | -12.8% | +165.5% | +114.5% |
| 10Y | -68.2% | +27.5% | -95.7% | -84.0% |
| All | -68.2% | +28.9% | -97.1% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling