-78.9%
CAPR vs BR
+190.5%
-269.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -10.6% | -6.0% | -4.6% | -7.2% |
| 30D | +111.2% | -0.9% | +112.0% | +110.7% |
| 3M | -67.2% | +16.4% | -83.6% | -71.6% |
| 6M | -75.1% | -8.2% | -67.0% | -74.9% |
| YTD | -71.2% | -23.2% | -48.0% | -67.6% |
| 1Y | +31.1% | -30.9% | +62.0% | +58.8% |
| 3Y | +31.3% | -5.0% | +36.3% | +25.1% |
| 5Y | +69.4% | +8.8% | +60.6% | +40.4% |
| All | -78.9% | +190.5% | -269.4% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling