+7.2%
COST vs CAPR
-67.6%
+74.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.2% | +0.3% |
| 7D | +2.5% | +19.1% | -16.6% | +2.7% |
| 30D | +14.6% | +48.8% | -34.3% | +15.3% |
| 3M | +15.2% | +144.4% | -129.2% | +17.2% |
| 6M | +7.2% | -67.5% | +74.7% | -4.4% |
| All | +7.2% | -67.6% | +74.8% | -4.4% |
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