+86.0%
CAPR vs BR
+9.8%
+76.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.2% | -2.7% |
| 7D | -9.5% | -5.9% | -3.5% | -7.4% |
| 30D | +121.5% | +1.9% | +119.6% | +118.1% |
| 3M | -65.4% | +14.7% | -80.0% | -68.2% |
| 6M | -67.5% | -12.8% | -54.8% | -65.8% |
| YTD | -68.6% | -23.0% | -45.6% | -64.7% |
| 1Y | +42.7% | -31.7% | +74.4% | +71.0% |
| 3Y | +43.4% | -4.8% | +48.1% | +44.4% |
| 5Y | +86.0% | +7.8% | +78.2% | +56.7% |
| All | +86.0% | +9.8% | +76.2% | +56.7% |
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