+247.9%
CB vs CAPR
-63.2%
+311.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.4% |
| 7D | 0.0% | +19.1% | -19.0% | -0.1% |
| 30D | +7.4% | +48.8% | -41.4% | +7.1% |
| 3M | +8.6% | +144.4% | -135.8% | +7.9% |
| 6M | +16.1% | -67.5% | +83.7% | +16.3% |
| YTD | +20.2% | -64.5% | +84.7% | +20.2% |
| 1Y | +27.2% | +74.4% | -47.2% | +24.5% |
| 3Y | +72.7% | +265.7% | -193.0% | +65.7% |
| 5Y | +105.9% | +196.0% | -90.0% | +97.1% |
| All | +247.9% | -63.2% | +311.1% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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