+852.2%
CB vs CAPR
-99.1%
+951.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.7% |
| 7D | +2.6% | +29.7% | -27.1% | +2.4% |
| 30D | +11.2% | +11.0% | +0.2% | +11.1% |
| 3M | +5.7% | +118.8% | -113.1% | +5.0% |
| 6M | +15.9% | -73.9% | +89.8% | +16.3% |
| YTD | +20.2% | -70.2% | +90.4% | +20.4% |
| 1Y | +32.4% | +38.3% | -5.9% | +29.1% |
| 3Y | +75.5% | +199.7% | -124.2% | +68.0% |
| 5Y | +105.5% | +130.6% | -25.1% | +96.2% |
| 10Y | +258.5% | -68.5% | +327.0% | +232.9% |
| All | +852.2% | -99.1% | +951.3% | +744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling