+27.0%
ALL vs CAPR
+48.7%
-21.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | -1.5% | +139.2% | -140.7% | -1.3% |
| 3M | +23.6% | -66.4% | +90.0% | +23.4% |
| 6M | +22.3% | -63.1% | +85.5% | +22.2% |
| YTD | +26.5% | -67.4% | +93.9% | +26.4% |
| 1Y | +27.0% | +58.2% | -31.2% | +27.7% |
| All | +27.0% | +48.7% | -21.7% | +27.7% |
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