+107.8%
CB vs CAPR
+172.3%
-64.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.1% |
| 7D | +2.9% | +5.9% | -3.0% | +2.9% |
| 30D | +7.3% | +44.6% | -37.3% | +7.2% |
| 3M | +9.4% | +126.4% | -117.0% | +9.1% |
| 6M | +19.6% | -68.6% | +88.2% | +19.7% |
| YTD | +21.5% | -67.0% | +88.5% | +21.5% |
| 1Y | +28.0% | +65.2% | -37.2% | +26.3% |
| 3Y | +74.9% | +235.6% | -160.7% | +64.7% |
| All | +107.8% | +172.3% | -64.5% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling