+195.3%
B vs CAPR
+242.0%
-46.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.2% | +4.2% |
| 7D | +11.3% | +36.0% | -24.7% | +11.3% |
| 30D | +2.9% | +25.8% | -22.9% | +2.9% |
| 3M | -2.9% | +140.8% | -143.7% | -2.8% |
| 6M | -1.2% | -67.6% | +66.4% | -1.3% |
| YTD | -1.3% | -65.9% | +64.5% | -1.4% |
| 1Y | +30.4% | +66.1% | -35.7% | +31.7% |
| 3Y | +195.3% | +256.9% | -61.6% | +203.7% |
| All | +195.3% | +242.0% | -46.7% | +203.7% |
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