-10.5%
CF vs CAPR
-71.4%
+61.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.3% | -12.6% | -4.4% |
| 7D | -6.9% | +43.2% | -50.0% | -7.0% |
| 30D | -3.7% | +14.7% | -18.4% | -3.7% |
| 3M | -5.0% | +113.9% | -118.9% | -7.1% |
| 6M | -10.5% | -73.4% | +62.9% | -8.3% |
| All | -10.5% | -71.4% | +61.0% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling