+73.0%
CF vs CAPR
+40.5%
+32.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.2% |
| 7D | +6.0% | -2.0% | +8.0% | +6.0% |
| 30D | +14.8% | +139.2% | -124.3% | +14.5% |
| 3M | +14.1% | -66.4% | +80.4% | +14.2% |
| 6M | +28.5% | -63.1% | +91.7% | +28.6% |
| YTD | +74.9% | -67.4% | +142.4% | +75.1% |
| 1Y | +61.7% | +58.2% | +3.4% | +60.2% |
| All | +73.0% | +40.5% | +32.5% | +60.2% |
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