+31.1%
CAPR vs QSR
+28.0%
+3.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.7% |
| 7D | -10.6% | -4.7% | -5.9% | -9.1% |
| 30D | +111.2% | +4.3% | +106.9% | +106.0% |
| 3M | -67.2% | +5.4% | -72.7% | -68.9% |
| 6M | -75.1% | +8.2% | -83.3% | -77.7% |
| YTD | -71.2% | +14.1% | -85.4% | -76.7% |
| 1Y | +31.1% | +28.1% | +3.0% | +9.8% |
| All | +31.1% | +28.0% | +3.1% | +9.8% |
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