-97.9%
CAPR vs MKTX
+1,338.0%
-1,435.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | +139.2% | +1.1% | +138.1% | +139.0% |
| 3M | -66.4% | +36.1% | -102.5% | -67.6% |
| 6M | -63.1% | -12.9% | -50.3% | -62.9% |
| YTD | -67.4% | -8.5% | -58.9% | -67.4% |
| 1Y | +58.2% | -7.5% | +65.8% | +57.7% |
| 3Y | +42.2% | -28.3% | +70.5% | +44.9% |
| 5Y | +87.3% | -63.3% | +150.6% | +101.4% |
| 10Y | -75.3% | +4.5% | -79.8% | -74.5% |
| All | -97.9% | +1,338.0% | -1,435.9% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling