-97.9%
CAPR vs BG
+130.9%
-228.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -2.0% | +2.8% | -4.8% | -2.5% |
| 30D | +139.2% | +12.0% | +127.1% | +134.2% |
| 3M | -66.4% | -7.7% | -58.7% | -65.6% |
| 6M | -63.1% | +4.5% | -67.6% | -63.1% |
| YTD | -67.4% | +35.7% | -103.1% | -68.8% |
| 1Y | +58.2% | +50.1% | +8.2% | +48.4% |
| 3Y | +42.2% | +12.6% | +29.6% | +39.1% |
| 5Y | +87.3% | +75.4% | +11.8% | +68.5% |
| 10Y | -75.3% | +150.5% | -225.7% | -80.3% |
| All | -97.9% | +130.9% | -228.8% | -98.4% |
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