+22.7%
C vs CAPR
+64.2%
-41.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -7.0% | +2.4% |
| 7D | -0.9% | +36.0% | -37.0% | -1.2% |
| 30D | -5.4% | +25.8% | -31.2% | -5.6% |
| 3M | -9.2% | +140.8% | -150.0% | -10.1% |
| 6M | -1.8% | -67.6% | +65.8% | -1.4% |
| YTD | +6.7% | -65.9% | +72.6% | +7.0% |
| All | +22.7% | +64.2% | -41.5% | +19.2% |
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