-58.8%
CAPR vs BB
+31.7%
-90.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +2.8% | +23.6% | +25.8% |
| 7D | +25.8% | +7.3% | +18.5% | +23.9% |
| 30D | +50.2% | +11.2% | +39.0% | +45.6% |
| 3M | +185.5% | +4.7% | +180.8% | +179.7% |
| 6M | -64.8% | +51.1% | -116.0% | -70.0% |
| YTD | -61.1% | +148.0% | -209.1% | -71.5% |
| 1Y | +81.0% | +106.1% | -25.2% | +39.0% |
| 3Y | +300.7% | +158.2% | +142.5% | +172.2% |
| 5Y | +223.3% | -10.8% | +234.2% | +173.3% |
| 10Y | -58.8% | +29.3% | -88.0% | -79.9% |
| All | -58.8% | +31.7% | -90.4% | -79.9% |
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