-69.4%
CAPR vs BR
+277.7%
-347.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.2% |
| 7D | +5.9% | +1.1% | +4.8% | +5.2% |
| 30D | +44.6% | +14.4% | +30.2% | +33.6% |
| 3M | +126.4% | +12.4% | +113.9% | +109.1% |
| 6M | -68.6% | +35.4% | -104.0% | -75.3% |
| YTD | -67.0% | -12.2% | -54.8% | -65.7% |
| 1Y | +65.2% | -12.7% | +77.9% | +73.5% |
| 3Y | +235.6% | +14.3% | +221.3% | +182.3% |
| 5Y | +175.4% | +19.3% | +156.2% | +118.4% |
| All | -69.4% | +277.7% | -347.1% | -86.6% |
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