+92.6%
CAPR vs BBWI
-66.0%
+158.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.7% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | +139.2% | -5.2% | +144.4% | +140.5% |
| 3M | -66.4% | +11.1% | -77.5% | -68.2% |
| 6M | -63.1% | -13.4% | -49.8% | -63.4% |
| YTD | -67.4% | +0.1% | -67.5% | -69.2% |
| 1Y | +58.2% | -36.1% | +94.4% | +61.8% |
| 3Y | +42.2% | -44.1% | +86.3% | +44.5% |
| All | +92.6% | -66.0% | +158.6% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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