-97.9%
CAPR vs BG
+97.7%
-195.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.2% |
| 7D | +5.9% | +2.6% | +3.3% | +5.5% |
| 30D | +44.6% | -6.7% | +51.3% | +46.3% |
| 3M | +126.4% | -9.3% | +135.6% | +129.7% |
| 6M | -68.6% | -18.3% | -50.2% | -67.2% |
| YTD | -67.0% | +16.2% | -83.2% | -67.6% |
| 1Y | +65.2% | +7.6% | +57.6% | +64.1% |
| 3Y | +235.6% | +6.6% | +229.0% | +229.8% |
| 5Y | +175.4% | +22.2% | +153.2% | +163.3% |
| 10Y | -65.0% | +112.0% | -177.0% | -71.3% |
| All | -97.9% | +97.7% | -195.6% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling