+47.2%
CAPR vs QSR
+23.8%
+23.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +5.7% |
| 7D | +43.2% | +5.2% | +38.0% | +39.8% |
| 30D | +14.7% | +12.2% | +2.5% | +9.5% |
| 3M | +113.9% | +7.0% | +106.9% | +105.5% |
| 6M | -73.4% | -0.3% | -73.1% | -73.1% |
| YTD | -69.1% | +18.0% | -87.1% | -77.3% |
| 1Y | +47.2% | +22.6% | +24.6% | -10.1% |
| All | +47.2% | +23.8% | +23.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling