+248.2%
CB vs CAPR
-68.5%
+316.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.8% |
| 7D | +0.2% | +41.1% | -40.8% | +0.1% |
| 30D | +9.1% | +11.1% | -2.1% | +9.0% |
| 3M | +3.4% | +115.3% | -111.9% | +2.9% |
| 6M | +14.1% | -73.8% | +87.9% | +14.4% |
| YTD | +18.0% | -68.8% | +86.8% | +18.2% |
| 1Y | +30.1% | +43.3% | -13.2% | +27.5% |
| 3Y | +71.8% | +214.7% | -142.9% | +65.1% |
| 5Y | +101.8% | +141.3% | -39.5% | +93.4% |
| All | +248.2% | -68.5% | +316.7% | +223.9% |
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