-77.4%
CAPR vs USFR
+28.1%
-105.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.6% |
| 7D | -9.5% | +0.1% | -9.6% | -9.4% |
| 30D | +121.5% | +0.3% | +121.2% | +122.5% |
| 3M | -65.4% | +1.0% | -66.3% | -64.8% |
| 6M | -67.5% | +1.9% | -69.5% | -66.6% |
| YTD | -68.6% | +2.7% | -71.3% | -67.4% |
| 1Y | +42.7% | +4.0% | +38.7% | +49.7% |
| 3Y | +43.4% | +14.0% | +29.3% | +56.6% |
| 5Y | +86.0% | +20.4% | +65.6% | +101.3% |
| 10Y | -77.4% | +28.1% | -105.5% | -75.7% |
| All | -77.4% | +28.1% | -105.5% | -75.7% |
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