+86.0%
CAPR vs BG
+84.8%
+1.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -4.7% |
| 7D | -9.5% | +2.4% | -11.8% | -10.0% |
| 30D | +121.5% | +15.0% | +106.5% | +113.7% |
| 3M | -65.4% | -0.7% | -64.7% | -65.0% |
| 6M | -67.5% | +7.5% | -75.0% | -67.7% |
| YTD | -68.6% | +41.6% | -110.2% | -70.2% |
| 1Y | +42.7% | +50.7% | -8.0% | +31.9% |
| 3Y | +43.4% | +20.3% | +23.1% | +37.7% |
| 5Y | +86.0% | +85.2% | +0.8% | +85.5% |
| All | +86.0% | +84.8% | +1.3% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling