+33.1%
CAPR vs MKTX
-25.1%
+58.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -12.6% | +0.3% | -12.9% | -12.6% |
| 30D | +124.4% | +1.0% | +123.5% | +125.0% |
| 3M | -66.8% | +40.8% | -107.6% | -62.9% |
| 6M | -71.8% | -10.9% | -60.9% | -67.1% |
| YTD | -70.1% | -8.6% | -61.5% | -65.1% |
| 1Y | +33.3% | -11.6% | +44.9% | +59.6% |
| All | +33.1% | -25.1% | +58.3% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling