+22.4%
A vs CAPR
+47.8%
-25.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.9% | +8.7% | -1.2% |
| 7D | +1.4% | +7.6% | -6.3% | +1.4% |
| 30D | +4.3% | +13.3% | -9.0% | +4.3% |
| 3M | +19.8% | +130.4% | -110.6% | +19.6% |
| 6M | +54.4% | -70.8% | +125.2% | +54.5% |
| YTD | +31.7% | -69.3% | +101.0% | +31.8% |
| 1Y | +22.4% | +59.5% | -37.1% | +22.2% |
| All | +22.4% | +47.8% | -25.4% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling