+58.2%
CAPR vs TRU
-7.3%
+65.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +2.2% |
| 7D | -2.0% | -6.8% | +4.8% | -1.0% |
| 30D | +139.2% | 0.0% | +139.1% | +138.2% |
| 3M | -66.4% | +13.3% | -79.7% | -67.2% |
| 6M | -63.1% | +3.4% | -66.6% | -63.2% |
| YTD | -67.4% | -6.4% | -61.0% | -65.5% |
| 1Y | +58.2% | -9.7% | +67.9% | +67.9% |
| All | +58.2% | -7.3% | +65.5% | +67.9% |
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