+214.7%
CAPR vs ALM
+825.4%
-610.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.5% | +4.6% |
| 7D | +41.1% | -6.7% | +47.7% | +41.2% |
| 30D | +11.1% | -32.9% | +44.0% | +11.7% |
| 3M | +115.3% | -39.5% | +154.8% | +117.0% |
| 6M | -73.8% | -62.0% | -11.8% | -73.9% |
| YTD | -68.8% | -7.8% | -61.0% | -66.0% |
| 1Y | +43.3% | +26.7% | +16.6% | +62.3% |
| 3Y | +214.7% | +825.4% | -610.7% | +312.4% |
| All | +214.7% | +825.4% | -610.7% | +312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling