+55.3%
BE vs CAPR
+47.4%
+7.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.3% | -14.6% | -6.3% |
| 7D | -12.1% | +43.2% | -55.3% | -11.8% |
| 30D | -30.1% | +14.7% | -44.7% | -30.0% |
| 3M | -12.1% | +113.9% | -126.1% | -11.1% |
| 6M | -30.6% | -73.4% | +42.8% | -30.6% |
| YTD | +130.6% | -69.1% | +199.7% | +131.1% |
| 1Y | +55.3% | +47.2% | +8.1% | +59.6% |
| All | +55.3% | +47.4% | +7.9% | +59.6% |
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 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