+47.2%
CAPR vs MKTX
+5.4%
+41.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.2% |
| 7D | +43.2% | +0.5% | +42.7% | +43.9% |
| 30D | +14.7% | +1.0% | +13.7% | +15.8% |
| 3M | +113.9% | +2.5% | +111.4% | +119.7% |
| 6M | -73.4% | +8.0% | -81.4% | -64.2% |
| YTD | -69.1% | -7.3% | -61.8% | -70.0% |
| 1Y | +47.2% | +4.7% | +42.5% | +186.1% |
| All | +47.2% | +5.4% | +41.8% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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