+214.7%
CAPR vs SM
-20.0%
+234.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.3% |
| 7D | +41.1% | -25.9% | +67.0% | +56.5% |
| 30D | +11.1% | -15.1% | +26.2% | +14.9% |
| 3M | +115.3% | +4.9% | +110.4% | +98.3% |
| 6M | -73.8% | +6.1% | -80.0% | -74.7% |
| YTD | -68.8% | +63.4% | -132.2% | -77.1% |
| 1Y | +43.3% | +72.5% | -29.2% | +6.1% |
| 3Y | +214.7% | -16.9% | +231.6% | +165.2% |
| All | +214.7% | -20.0% | +234.7% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling