+77.2%
CAPR vs SM
+62.4%
+14.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.7% | +12.2% | +11.0% |
| 7D | +36.0% | -22.3% | +58.3% | +54.8% |
| 30D | +25.8% | -21.4% | +47.1% | +37.8% |
| 3M | +140.8% | +1.4% | +139.5% | +101.8% |
| 6M | -67.6% | +0.1% | -67.7% | -70.1% |
| YTD | -65.9% | +59.0% | -124.8% | -93.8% |
| All | +77.2% | +62.4% | +14.8% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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