-69.4%
CAPR vs USFR
+28.6%
-97.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -6.9% |
| 7D | +5.9% | +0.1% | +5.8% | +6.0% |
| 30D | +44.6% | +0.4% | +44.3% | +45.3% |
| 3M | +126.4% | +1.1% | +125.3% | +129.7% |
| 6M | -68.6% | +2.0% | -70.6% | -67.6% |
| YTD | -67.0% | +3.5% | -70.4% | -65.3% |
| 1Y | +65.2% | +4.1% | +61.1% | +74.5% |
| 3Y | +235.6% | +14.4% | +221.2% | +269.4% |
| 5Y | +175.4% | +21.4% | +154.0% | +200.5% |
| All | -69.4% | +28.6% | -97.9% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling