+216.8%
CAPR vs BR
+15.5%
+201.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.3% | -10.3% | -10.0% |
| 7D | +7.6% | +5.0% | +2.6% | +6.0% |
| 30D | +13.3% | +16.6% | -3.3% | +8.5% |
| 3M | +130.4% | +12.0% | +118.4% | +122.2% |
| 6M | -70.8% | +30.7% | -101.5% | -73.7% |
| YTD | -69.3% | -11.9% | -57.3% | -64.6% |
| 1Y | +59.5% | -11.6% | +71.1% | +86.0% |
| 3Y | +216.8% | +15.0% | +201.8% | +300.2% |
| All | +216.8% | +15.5% | +201.3% | +300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling