+31.1%
CAPR vs BG
+52.8%
-21.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.1% |
| 7D | -10.6% | +3.7% | -14.3% | -11.1% |
| 30D | +111.2% | +12.3% | +98.9% | +107.3% |
| 3M | -67.2% | -2.2% | -65.0% | -68.1% |
| 6M | -75.1% | +5.3% | -80.5% | -74.9% |
| YTD | -71.2% | +42.4% | -113.6% | -62.3% |
| 1Y | +31.1% | +55.2% | -24.1% | +53.2% |
| All | +31.1% | +52.8% | -21.7% | +53.2% |
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