+26.9%
ALL vs CAPR
+64.2%
-37.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.8% | -0.4% |
| 7D | -3.9% | +36.0% | -39.9% | -3.8% |
| 30D | +10.6% | +25.8% | -15.2% | +10.7% |
| 3M | -4.6% | +140.8% | -145.4% | -4.4% |
| 6M | +20.2% | -67.6% | +87.8% | +20.0% |
| YTD | +23.7% | -65.9% | +89.6% | +23.6% |
| All | +26.9% | +64.2% | -37.3% | +26.9% |
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