-98.0%
CAPR vs BBWI
+141.1%
-239.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.3% | +7.9% | +5.3% |
| 7D | +41.1% | -6.2% | +47.3% | +42.8% |
| 30D | +11.1% | +19.9% | -8.8% | +7.2% |
| 3M | +115.3% | +7.1% | +108.2% | +110.6% |
| 6M | -73.8% | +13.7% | -87.5% | -75.3% |
| YTD | -68.8% | +9.6% | -78.4% | -70.8% |
| 1Y | +43.3% | -1.6% | +45.0% | +35.9% |
| 3Y | +214.7% | -25.9% | +240.6% | +205.6% |
| 5Y | +141.3% | -67.8% | +209.1% | +165.0% |
| 10Y | -67.0% | -43.5% | -23.6% | -74.7% |
| All | -98.0% | +141.1% | -239.1% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling