-54.2%
COMP vs CAPR
+81.8%
-136.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.6% | -8.1% |
| 7D | -1.8% | +29.7% | -31.5% | -2.4% |
| 30D | -0.8% | +11.0% | -11.7% | -1.0% |
| 3M | -28.1% | +118.8% | -147.0% | -29.7% |
| 6M | +27.0% | -73.9% | +100.9% | +28.7% |
| YTD | -12.8% | -70.2% | +57.4% | -12.0% |
| 1Y | +4.9% | +38.3% | -33.4% | -4.7% |
| 3Y | +321.0% | +199.7% | +121.4% | +174.4% |
| 5Y | -25.6% | +130.6% | -156.1% | -54.6% |
| All | -54.2% | +81.8% | -136.1% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling