-61.6%
C vs CAPR
-99.1%
+37.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +3.6% | -2.0% | +5.6% | +3.6% |
| 30D | +0.1% | +139.2% | -139.1% | -1.4% |
| 3M | +2.4% | -66.4% | +68.8% | +3.0% |
| 6M | +24.9% | -63.1% | +88.1% | +25.4% |
| YTD | +19.8% | -67.4% | +87.2% | +20.4% |
| 1Y | +44.9% | +58.2% | -13.4% | +37.7% |
| 3Y | +263.0% | +42.2% | +220.8% | +239.4% |
| 5Y | +129.5% | +87.3% | +42.3% | +112.3% |
| 10Y | +291.6% | -75.3% | +366.9% | +248.3% |
| All | -61.6% | -99.1% | +37.5% | -65.5% |
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