-30.6%
AR vs CAPR
-70.0%
+39.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.0% |
| 7D | -14.3% | +41.1% | -55.3% | -15.3% |
| 30D | +1.4% | +11.1% | -9.7% | +0.9% |
| 3M | +3.4% | +115.3% | -111.9% | -0.3% |
| 6M | -2.1% | -73.8% | +71.8% | -0.3% |
| YTD | +4.7% | -68.8% | +73.5% | +5.6% |
| 1Y | +10.6% | +43.3% | -32.7% | -2.4% |
| 3Y | +24.6% | +214.7% | -190.1% | -0.6% |
| 5Y | +71.9% | +141.3% | -69.4% | +35.7% |
| 10Y | +46.4% | -67.0% | +113.4% | +1.8% |
| All | -30.6% | -70.0% | +39.4% | -52.8% |
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