-11.8%
CAG vs CAPR
+48.7%
-60.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -3.8% | -2.0% | -1.8% | -3.8% |
| 30D | +3.1% | +139.2% | -136.1% | +3.4% |
| 3M | +23.5% | -66.4% | +89.8% | +23.2% |
| 6M | -14.8% | -63.1% | +48.3% | -15.0% |
| YTD | -5.4% | -67.4% | +62.0% | -5.6% |
| 1Y | -11.8% | +58.2% | -70.1% | -14.0% |
| All | -11.8% | +48.7% | -60.5% | -14.0% |
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