+772.6%
CB vs CAPR
-99.1%
+871.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +0.5% | -2.0% | +2.5% | +0.5% |
| 30D | -3.1% | +139.2% | -142.3% | -3.8% |
| 3M | +9.0% | -66.4% | +75.3% | +9.2% |
| 6M | +2.9% | -63.1% | +66.0% | +3.0% |
| YTD | +10.1% | -67.4% | +77.5% | +10.3% |
| 1Y | +22.8% | +58.2% | -35.5% | +19.6% |
| 3Y | +73.8% | +42.2% | +31.6% | +67.5% |
| 5Y | +99.2% | +87.3% | +11.9% | +90.6% |
| 10Y | +218.2% | -75.3% | +293.5% | +196.3% |
| All | +772.6% | -99.1% | +871.6% | +673.4% |
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