+130.4%
CAPR vs TRU
+3.5%
+126.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.2% | -8.8% | -9.9% |
| 7D | +7.6% | +4.6% | +3.1% | +7.6% |
| 30D | +13.3% | +25.4% | -12.2% | +17.1% |
| 3M | +130.4% | +4.0% | +126.4% | +136.2% |
| All | +130.4% | +3.5% | +126.9% | +136.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling