-78.9%
CAPR vs QSR
+133.7%
-212.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.5% |
| 7D | -10.6% | -4.7% | -5.9% | -7.7% |
| 30D | +111.2% | +4.3% | +106.9% | +104.5% |
| 3M | -67.2% | +5.4% | -72.7% | -69.7% |
| 6M | -75.1% | +8.2% | -83.3% | -77.6% |
| YTD | -71.2% | +14.1% | -85.4% | -75.1% |
| 1Y | +31.1% | +28.1% | +3.0% | +5.2% |
| 3Y | +31.3% | +25.3% | +6.1% | +3.5% |
| 5Y | +69.4% | +40.4% | +29.0% | +19.8% |
| All | -78.9% | +133.7% | -212.6% | -90.4% |
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