+58.2%
CAPR vs FDS
-17.4%
+75.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +0.5% |
| 7D | -2.0% | -1.9% | -0.1% | -2.3% |
| 30D | +139.2% | +9.0% | +130.2% | +144.2% |
| 3M | -66.4% | +18.9% | -85.2% | -63.1% |
| 6M | -63.1% | +35.1% | -98.3% | -59.6% |
| YTD | -67.4% | +5.5% | -72.9% | -61.9% |
| 1Y | +58.2% | -16.8% | +75.1% | +84.7% |
| All | +58.2% | -17.4% | +75.6% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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