+74.4%
CAPR vs BG
+6.6%
+67.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.7% |
| 7D | +19.1% | +1.5% | +17.6% | +19.1% |
| 30D | +48.8% | -7.0% | +55.9% | +49.5% |
| 3M | +144.4% | -10.0% | +154.4% | +147.5% |
| 6M | -67.5% | -19.8% | -47.7% | -68.0% |
| YTD | -64.5% | +14.3% | -78.8% | +2.3% |
| 1Y | +74.4% | +6.5% | +68.0% | +246.0% |
| All | +74.4% | +6.6% | +67.8% | +246.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling