+17.2%
COMP vs CAPR
-64.4%
+81.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.6% |
| 7D | +1.4% | -2.0% | +3.3% | +1.3% |
| 30D | -13.3% | +139.2% | -152.5% | -11.5% |
| 3M | +41.1% | -66.4% | +107.5% | +47.9% |
| 6M | +17.2% | -63.1% | +80.3% | +17.1% |
| All | +17.2% | -64.4% | +81.6% | +17.1% |
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