-50.2%
COMP vs CAPR
+88.6%
-138.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.3% | -0.5% | +7.5% |
| 7D | +9.5% | +43.2% | -33.7% | +8.6% |
| 30D | +8.1% | +14.7% | -6.6% | +7.7% |
| 3M | -16.3% | +113.9% | -130.2% | -18.2% |
| 6M | +42.2% | -73.4% | +115.6% | +44.1% |
| YTD | -5.0% | -69.1% | +64.1% | -4.3% |
| 1Y | +20.1% | +47.2% | -27.1% | +8.6% |
| 3Y | +358.4% | +210.8% | +147.6% | +198.5% |
| 5Y | -21.9% | +134.1% | -156.0% | -52.3% |
| All | -50.2% | +88.6% | -138.8% | -69.6% |
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