-97.5%
CAPR vs BG
+95.0%
-192.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.9% | +25.6% | +26.3% |
| 7D | +25.8% | +3.4% | +22.4% | +25.2% |
| 30D | +50.2% | -3.8% | +54.0% | +51.1% |
| 3M | +185.5% | -9.6% | +195.1% | +189.9% |
| 6M | -64.8% | -19.5% | -45.3% | -63.2% |
| YTD | -61.1% | +14.6% | -75.7% | -61.7% |
| 1Y | +81.0% | +6.6% | +74.3% | +80.2% |
| 3Y | +300.7% | +4.7% | +296.0% | +295.1% |
| 5Y | +223.3% | +22.1% | +201.3% | +209.3% |
| 10Y | -58.8% | +109.2% | -167.9% | -66.1% |
| All | -97.5% | +95.0% | -192.6% | -98.0% |
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 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