+31.1%
CAPR vs BR
-31.2%
+62.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -10.6% | -6.0% | -4.6% | -10.2% |
| 30D | +111.2% | -0.9% | +112.0% | +110.3% |
| 3M | -67.2% | +16.4% | -83.6% | -68.5% |
| 6M | -75.1% | -8.2% | -67.0% | -70.4% |
| YTD | -71.2% | -23.2% | -48.0% | -42.7% |
| 1Y | +31.1% | -30.9% | +62.0% | +180.6% |
| All | +31.1% | -31.2% | +62.3% | +180.6% |
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 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