+47.2%
CAPR vs TRU
+2.1%
+45.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +7.3% |
| 7D | +43.2% | +10.5% | +32.7% | +40.5% |
| 30D | +14.7% | +28.7% | -14.0% | +9.2% |
| 3M | +113.9% | +0.7% | +113.3% | +114.2% |
| 6M | -73.4% | +19.3% | -92.7% | -74.7% |
| YTD | -69.1% | -3.7% | -65.3% | -64.1% |
| 1Y | +47.2% | +3.4% | +43.8% | +8.0% |
| All | +47.2% | +2.1% | +45.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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