-30.1%
AR vs CAPR
-71.3%
+41.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.7% |
| 7D | -11.7% | +29.7% | -41.4% | -12.6% |
| 30D | +1.8% | +11.0% | -9.1% | +1.3% |
| 3M | +6.0% | +118.8% | -112.9% | +2.1% |
| 6M | -7.0% | -73.9% | +66.9% | -5.4% |
| YTD | +5.6% | -70.2% | +75.8% | +6.6% |
| 1Y | +10.8% | +38.3% | -27.5% | -2.0% |
| 3Y | +19.3% | +199.7% | -180.3% | -4.6% |
| 5Y | +73.3% | +130.6% | -57.2% | +37.1% |
| 10Y | +47.6% | -68.5% | +116.1% | +2.8% |
| All | -30.1% | -71.3% | +41.3% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling