+50.0%
CAG vs CAPR
-98.9%
+148.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +26.5% | -28.9% | -2.4% |
| 7D | -1.8% | +25.8% | -27.5% | -1.8% |
| 30D | +9.7% | +50.2% | -40.5% | +9.5% |
| 3M | +0.5% | +185.5% | -185.0% | +0.2% |
| 6M | +8.9% | -64.8% | +73.8% | +8.9% |
| YTD | -8.4% | -61.1% | +52.8% | -8.4% |
| 1Y | -8.3% | +81.0% | -89.3% | -9.3% |
| 3Y | -36.1% | +300.7% | -336.8% | -37.2% |
| 5Y | -40.1% | +223.3% | -263.5% | -41.3% |
| 10Y | -36.9% | -58.8% | +21.9% | -38.8% |
| All | +50.0% | -98.9% | +148.9% | +42.3% |
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