+235.6%
CAPR vs TRU
+58.0%
+177.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.0% |
| 7D | +5.9% | 0.0% | +5.9% | +6.0% |
| 30D | +44.6% | +21.3% | +23.3% | +35.8% |
| 3M | +126.4% | +0.2% | +126.1% | +124.8% |
| 6M | -68.6% | +22.4% | -91.0% | -71.5% |
| YTD | -67.0% | -4.8% | -62.1% | -67.3% |
| 1Y | +65.2% | -0.2% | +65.3% | +60.1% |
| 3Y | +235.6% | +57.9% | +177.6% | +171.6% |
| All | +235.6% | +58.0% | +177.6% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling