-67.1%
CAPR vs BR
+275.8%
-342.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -8.3% |
| 7D | +19.1% | -1.3% | +20.3% | +20.0% |
| 30D | +48.8% | +13.7% | +35.2% | +38.1% |
| 3M | +144.4% | +13.8% | +130.6% | +124.0% |
| 6M | -67.5% | +29.7% | -97.2% | -73.7% |
| YTD | -64.5% | -12.6% | -51.9% | -63.1% |
| 1Y | +74.4% | -12.4% | +86.9% | +82.7% |
| 3Y | +265.7% | +14.1% | +251.6% | +207.8% |
| 5Y | +196.0% | +18.7% | +177.3% | +135.5% |
| All | -67.1% | +275.8% | -342.9% | -85.5% |
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