+6.8%
CI vs CAPR
+40.5%
-33.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +1.3% | -2.0% | +3.3% | +1.3% |
| 30D | +4.4% | +139.2% | -134.7% | +4.7% |
| 3M | +0.7% | -66.4% | +67.0% | +0.4% |
| 6M | +0.3% | -63.1% | +63.5% | +0.1% |
| YTD | +3.8% | -67.4% | +71.2% | +3.6% |
| 1Y | -5.5% | +58.2% | -63.7% | -4.7% |
| All | +6.8% | +40.5% | -33.7% | +10.8% |
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