+43.4%
CAPR vs BR
-4.7%
+48.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.2% | -2.8% |
| 7D | -9.5% | -5.9% | -3.5% | -7.8% |
| 30D | +121.5% | +1.9% | +119.6% | +118.2% |
| 3M | -65.4% | +14.7% | -80.0% | -67.9% |
| 6M | -67.5% | -12.8% | -54.8% | -64.7% |
| YTD | -68.6% | -23.0% | -45.6% | -62.4% |
| 1Y | +42.7% | -31.7% | +74.4% | +84.7% |
| 3Y | +43.4% | -4.8% | +48.1% | +62.9% |
| All | +43.4% | -4.7% | +48.1% | +62.9% |
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