+178.7%
CAPR vs MKTX
-54.6%
+233.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -6.9% |
| 7D | +5.9% | +0.2% | +5.6% | +5.9% |
| 30D | +44.6% | +0.9% | +43.7% | +44.7% |
| 3M | +126.4% | +2.6% | +123.8% | +126.7% |
| 6M | -68.6% | +20.4% | -89.0% | -67.2% |
| YTD | -67.0% | -7.1% | -59.9% | -64.1% |
| 1Y | +65.2% | -2.8% | +67.9% | +78.4% |
| 3Y | +235.6% | -21.7% | +257.3% | +282.4% |
| All | +178.7% | -54.6% | +233.2% | +231.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling