-97.8%
CAPR vs SPY
+650.4%
-748.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.1% | +7.9% |
| 7D | +36.0% | +0.1% | +36.0% | +36.3% |
| 30D | +25.8% | -3.3% | +29.1% | +28.9% |
| 3M | +140.8% | -2.4% | +143.2% | +145.1% |
| 6M | -67.6% | +2.6% | -70.1% | -68.3% |
| YTD | -65.9% | +11.2% | -77.1% | -68.4% |
| 1Y | +66.1% | +13.4% | +52.7% | +52.0% |
| 3Y | +256.9% | +79.9% | +177.0% | +150.3% |
| 5Y | +172.1% | +72.2% | +99.9% | +95.2% |
| 10Y | -64.7% | +307.3% | -372.0% | -82.5% |
| All | -97.8% | +650.4% | -748.3% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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