+92.6%
CAPR vs USFR
+20.4%
+72.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -2.0% | +0.1% | -2.0% | -1.6% |
| 30D | +139.2% | +0.3% | +138.9% | +143.8% |
| 3M | -66.4% | +1.0% | -67.4% | -63.7% |
| 6M | -63.1% | +1.9% | -65.1% | -57.4% |
| YTD | -67.4% | +2.6% | -70.0% | -60.6% |
| 1Y | +58.2% | +4.0% | +54.2% | +96.5% |
| 3Y | +42.2% | +14.1% | +28.1% | +51.5% |
| All | +92.6% | +20.4% | +72.2% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling