+214.7%
CAPR vs USFR
+14.4%
+200.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.6% | +5.3% |
| 7D | +41.1% | +0.1% | +41.0% | +45.4% |
| 30D | +11.1% | +0.4% | +10.7% | +27.0% |
| 3M | +115.3% | +1.1% | +114.3% | +209.4% |
| 6M | -73.8% | +2.1% | -75.9% | -41.8% |
| YTD | -68.8% | +3.4% | -72.2% | +24.5% |
| 1Y | +43.3% | +4.1% | +39.2% | +610.6% |
| 3Y | +214.7% | +14.4% | +200.3% | +11,485.5% |
| All | +214.7% | +14.4% | +200.3% | +11,485.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling