-69.4%
CAPR vs QSR
+137.6%
-207.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | +5.9% | -2.9% | +8.8% | +7.8% |
| 30D | +44.6% | +4.1% | +40.5% | +41.2% |
| 3M | +126.4% | -0.7% | +127.0% | +125.9% |
| 6M | -68.6% | +0.4% | -69.0% | -70.0% |
| YTD | -67.0% | +13.5% | -80.5% | -71.4% |
| 1Y | +65.2% | +11.0% | +54.2% | +45.9% |
| 3Y | +235.6% | +22.0% | +213.6% | +168.2% |
| 5Y | +175.4% | +57.1% | +118.4% | +78.9% |
| All | -69.4% | +137.6% | -207.0% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling