+54.8%
CAG vs CAPR
-99.1%
+153.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | +23.5% | -66.4% | +89.8% | +23.5% |
| 6M | -14.8% | -63.1% | +48.3% | -14.8% |
| YTD | -5.4% | -67.4% | +62.0% | -5.4% |
| 1Y | -11.8% | +58.2% | -70.1% | -12.7% |
| 3Y | -36.7% | +42.2% | -78.9% | -37.6% |
| 5Y | -40.3% | +87.3% | -127.5% | -41.3% |
| 10Y | -37.0% | -75.3% | +38.3% | -38.7% |
| All | +54.8% | -99.1% | +153.8% | +46.9% |
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