-98.1%
CAPR vs SNY
+125.6%
-223.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -12.6% | -3.6% | -9.0% | -12.0% |
| 30D | +124.4% | -1.4% | +125.9% | +125.2% |
| 3M | -66.8% | -4.2% | -62.6% | -66.6% |
| 6M | -71.8% | +2.0% | -73.8% | -72.0% |
| YTD | -70.1% | -6.7% | -63.4% | -69.7% |
| 1Y | +33.3% | -4.7% | +38.0% | +34.1% |
| 3Y | +36.7% | -8.1% | +44.8% | +37.6% |
| 5Y | +72.5% | +8.2% | +64.2% | +67.9% |
| 10Y | -77.3% | +64.8% | -142.1% | -79.2% |
| All | -98.1% | +125.6% | -223.7% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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