+77.2%
CAPR vs FDS
+26.9%
+50.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.4% |
| 7D | +36.0% | -5.0% | +41.0% | +35.1% |
| 30D | +25.8% | +13.8% | +12.0% | +28.4% |
| 3M | +140.8% | +14.8% | +126.0% | +146.8% |
| 6M | -67.6% | +47.4% | -115.0% | -64.5% |
| YTD | -65.9% | +14.2% | -80.0% | -54.0% |
| All | +77.2% | +26.9% | +50.2% | +144.4% |
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