+334.9%
COMP vs CAPR
+200.7%
+134.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.6% | -8.1% |
| 7D | -1.8% | +29.7% | -31.5% | -2.1% |
| 30D | -0.8% | +11.0% | -11.7% | -0.9% |
| 3M | -28.1% | +118.8% | -147.0% | -28.8% |
| 6M | +27.0% | -73.9% | +100.9% | +27.9% |
| YTD | -12.8% | -70.2% | +57.4% | -12.4% |
| 1Y | +4.9% | +38.3% | -33.4% | +0.5% |
| All | +334.9% | +200.7% | +134.2% | +78.3% |
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 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