+33.1%
CAPR vs QSR
+25.9%
+7.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.0% |
| 7D | -12.6% | -2.4% | -10.3% | -11.8% |
| 30D | +124.4% | +5.7% | +118.7% | +117.9% |
| 3M | -66.8% | +6.9% | -73.7% | -68.7% |
| 6M | -71.8% | +6.9% | -78.7% | -73.7% |
| YTD | -70.1% | +14.9% | -85.0% | -73.6% |
| 1Y | +33.3% | +29.1% | +4.2% | +13.2% |
| All | +33.1% | +25.9% | +7.2% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling