+33.3%
CAPR vs TRU
-16.5%
+49.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.5% |
| 7D | -12.6% | -6.5% | -6.2% | -11.7% |
| 30D | +124.4% | -2.5% | +126.9% | +124.3% |
| 3M | -66.8% | +10.4% | -77.1% | -67.6% |
| 6M | -71.8% | +1.6% | -73.4% | -71.8% |
| YTD | -70.1% | -9.7% | -60.4% | -67.9% |
| 1Y | +33.3% | -17.3% | +50.6% | +34.9% |
| All | +33.3% | -16.5% | +49.8% | +34.9% |
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