+72.5%
CAPR vs TRU
-36.4%
+108.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.4% |
| 7D | -12.6% | -6.5% | -6.2% | -10.9% |
| 30D | +124.4% | -2.5% | +126.9% | +125.2% |
| 3M | -66.8% | +10.4% | -77.1% | -68.3% |
| 6M | -71.8% | +1.6% | -73.4% | -72.4% |
| YTD | -70.1% | -9.7% | -60.4% | -69.9% |
| 1Y | +33.3% | -17.3% | +50.6% | +37.3% |
| 3Y | +36.7% | -1.8% | +38.5% | +32.5% |
| 5Y | +72.5% | -36.2% | +108.7% | +71.1% |
| All | +72.5% | -36.4% | +108.9% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling