+92.6%
CAPR vs BB
-30.6%
+123.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | -5.6% | +3.7% | -0.7% |
| 30D | +139.2% | -11.8% | +151.0% | +145.7% |
| 3M | -66.4% | -25.5% | -40.8% | -64.8% |
| 6M | -63.1% | +121.3% | -184.4% | -72.5% |
| YTD | -67.4% | +103.2% | -170.6% | -75.1% |
| 1Y | +58.2% | +102.6% | -44.4% | +21.6% |
| 3Y | +42.2% | +37.5% | +4.7% | +12.3% |
| All | +92.6% | -30.6% | +123.2% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling