+144.6%
CAPR vs BB
-20.8%
+165.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.2% | +3.6% |
| 7D | +41.1% | +3.8% | +37.3% | +39.8% |
| 30D | +11.1% | -0.3% | +11.5% | +10.5% |
| 3M | +115.3% | -0.5% | +115.8% | +113.2% |
| 6M | -73.8% | +45.9% | -119.7% | -77.6% |
| YTD | -68.8% | +130.6% | -199.4% | -77.0% |
| 1Y | +43.3% | +89.2% | -45.9% | +11.1% |
| 3Y | +214.7% | +137.5% | +77.2% | +119.4% |
| All | +144.6% | -20.8% | +165.4% | +131.2% |
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