-67.1%
CAPR vs BG
+107.5%
-174.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.7% |
| 7D | +19.1% | +1.5% | +17.6% | +18.8% |
| 30D | +48.8% | -7.0% | +55.9% | +51.7% |
| 3M | +144.4% | -10.0% | +154.4% | +150.4% |
| 6M | -67.5% | -19.8% | -47.7% | -65.2% |
| YTD | -64.5% | +14.3% | -78.8% | -65.3% |
| 1Y | +74.4% | +6.5% | +68.0% | +73.5% |
| 3Y | +265.7% | +4.4% | +261.4% | +257.4% |
| 5Y | +196.0% | +20.2% | +175.8% | +175.3% |
| All | -67.1% | +107.5% | -174.6% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling