+152.7%
CAPR vs BR
+18.6%
+134.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.3% | -10.3% | -10.1% |
| 7D | +7.6% | +5.0% | +2.6% | +5.5% |
| 30D | +13.3% | +16.6% | -3.3% | +6.8% |
| 3M | +130.4% | +12.0% | +118.4% | +119.1% |
| 6M | -70.8% | +30.7% | -101.5% | -74.7% |
| YTD | -69.3% | -11.9% | -57.3% | -67.1% |
| 1Y | +59.5% | -11.6% | +71.1% | +72.0% |
| 3Y | +216.8% | +15.0% | +201.8% | +192.7% |
| 5Y | +152.7% | +18.1% | +134.6% | +95.8% |
| All | +152.7% | +18.6% | +134.1% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling