+92.6%
CAPR vs ALM
+951.0%
-858.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | +139.2% | +32.0% | +107.2% | +138.7% |
| 3M | -66.4% | -15.0% | -51.3% | -66.6% |
| 6M | -63.1% | -10.1% | -53.0% | -63.3% |
| YTD | -67.4% | +99.4% | -166.9% | -66.1% |
| 1Y | +58.2% | +316.4% | -258.1% | +70.6% |
| 3Y | +42.2% | +2,022.0% | -1,979.8% | +61.5% |
| All | +92.6% | +951.0% | -858.4% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling