+47.2%
CAPR vs FGI
+38.7%
+8.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.0% | +13.2% | +8.4% |
| 7D | +43.2% | +3.3% | +39.8% | +43.0% |
| 30D | +14.7% | -2.0% | +16.7% | +14.7% |
| 3M | +113.9% | +60.3% | +53.6% | +100.9% |
| 6M | -73.4% | +0.7% | -74.1% | -74.0% |
| YTD | -69.1% | +30.2% | -99.3% | -72.3% |
| 1Y | +47.2% | +44.4% | +2.8% | -37.4% |
| All | +47.2% | +38.7% | +8.5% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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