+157.4%
ALL vs CAPR
+40.5%
+116.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.5% |
| 3M | +23.6% | -66.4% | +90.0% | +23.5% |
| 6M | +22.3% | -63.1% | +85.5% | +22.3% |
| YTD | +26.5% | -67.4% | +93.9% | +26.4% |
| 1Y | +27.0% | +58.2% | -31.2% | +26.3% |
| All | +157.4% | +40.5% | +116.8% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling