+58.2%
CAPR vs BR
-29.1%
+87.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.5% |
| 7D | -2.0% | -5.3% | +3.3% | -1.7% |
| 30D | +139.2% | +6.4% | +132.7% | +135.7% |
| 3M | -66.4% | +13.6% | -80.0% | -66.4% |
| 6M | -63.1% | -6.7% | -56.4% | -56.3% |
| YTD | -67.4% | -21.1% | -46.3% | -36.6% |
| 1Y | +58.2% | -29.6% | +87.8% | +228.2% |
| All | +58.2% | -29.1% | +87.3% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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