+34.8%
CF vs CAPR
+47.4%
-12.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.3% | -12.6% | -4.4% |
| 7D | -6.9% | +43.2% | -50.0% | -6.9% |
| 30D | -3.7% | +14.7% | -18.4% | -3.7% |
| 3M | -5.0% | +113.9% | -118.9% | -5.1% |
| 6M | -10.5% | -73.4% | +62.9% | -10.4% |
| YTD | +46.5% | -69.1% | +115.6% | +46.6% |
| 1Y | +34.8% | +47.2% | -12.4% | +33.7% |
| All | +34.8% | +47.4% | -12.6% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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