-99.3%
CAPR vs BR
+1,321.0%
-1,420.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +2.4% |
| 7D | -2.0% | -5.3% | +3.3% | -0.2% |
| 30D | +139.2% | +6.4% | +132.7% | +132.8% |
| 3M | -66.4% | +13.6% | -80.0% | -68.6% |
| 6M | -63.1% | -6.7% | -56.4% | -63.2% |
| YTD | -67.4% | -21.1% | -46.3% | -65.7% |
| 1Y | +58.2% | -29.6% | +87.8% | +73.7% |
| 3Y | +42.2% | -2.4% | +44.6% | +39.0% |
| 5Y | +87.3% | +11.2% | +76.0% | +72.6% |
| 10Y | -75.3% | +191.8% | -267.0% | -81.8% |
| All | -99.3% | +1,321.0% | -1,420.3% | -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