-99.1%
CAPR vs BR
+1,485.1%
-1,584.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.1% | +26.6% | +26.5% |
| 7D | +25.8% | +1.9% | +23.9% | +24.9% |
| 30D | +50.2% | +15.9% | +34.3% | +43.0% |
| 3M | +185.5% | +13.7% | +171.8% | +172.2% |
| 6M | -64.8% | +31.0% | -95.8% | -68.8% |
| YTD | -61.1% | -12.0% | -49.1% | -60.5% |
| 1Y | +81.0% | -11.5% | +92.5% | +84.1% |
| 3Y | +300.7% | +14.9% | +285.8% | +269.3% |
| 5Y | +223.3% | +20.1% | +203.3% | +190.7% |
| 10Y | -58.8% | +278.9% | -337.7% | -71.3% |
| All | -99.1% | +1,485.1% | -1,584.3% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling