+30.5%
ALL vs CAPR
+47.8%
-17.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.9% | +12.8% | +2.9% |
| 7D | -0.1% | +7.6% | -7.8% | -0.1% |
| 30D | +13.8% | +13.3% | +0.5% | +13.8% |
| 3M | -2.8% | +130.4% | -133.2% | -2.6% |
| 6M | +23.7% | -70.8% | +94.5% | +23.5% |
| YTD | +27.3% | -69.3% | +96.5% | +27.1% |
| 1Y | +30.5% | +59.5% | -29.0% | +30.5% |
| All | +30.5% | +47.8% | -17.3% | +30.5% |
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