+42.7%
CAPR vs BB
+102.8%
-60.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.1% |
| 7D | -9.5% | +0.5% | -10.0% | -9.6% |
| 30D | +121.5% | -12.4% | +133.9% | +127.7% |
| 3M | -65.4% | -15.3% | -50.1% | -65.1% |
| 6M | -67.5% | +128.8% | -196.3% | -86.5% |
| YTD | -68.6% | +107.7% | -176.3% | -85.4% |
| 1Y | +42.7% | +103.9% | -61.2% | -30.5% |
| All | +42.7% | +102.8% | -60.2% | -30.5% |
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