+60.4%
CF vs CAPR
+200.7%
-140.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.8% | +6.2% |
| 7D | +0.4% | +29.7% | -29.3% | +0.4% |
| 30D | +2.2% | +11.0% | -8.8% | +2.2% |
| 3M | +2.1% | +118.8% | -116.7% | +1.8% |
| 6M | -6.5% | -73.9% | +67.4% | -6.4% |
| YTD | +55.6% | -70.2% | +125.8% | +55.7% |
| 1Y | +42.3% | +38.3% | +4.0% | +41.1% |
| All | +60.4% | +200.7% | -140.3% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling