-97.9%
CAPR vs SPY
+666.0%
-763.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +139.2% | +0.1% | +139.1% | +139.1% |
| 3M | -66.4% | +2.0% | -68.4% | -67.1% |
| 6M | -63.1% | +13.0% | -76.1% | -66.2% |
| YTD | -67.4% | +13.5% | -81.0% | -70.2% |
| 1Y | +58.2% | +20.0% | +38.3% | +39.6% |
| 3Y | +42.2% | +77.2% | -35.0% | +0.5% |
| 5Y | +87.3% | +81.9% | +5.4% | +29.8% |
| 10Y | -75.3% | +314.1% | -389.3% | -87.9% |
| All | -97.9% | +666.0% | -763.9% | -98.9% |
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