+17.8%
CP vs CAPR
+40.5%
-22.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | +0.2% | +139.2% | -139.0% | -1.0% |
| 3M | +2.6% | -66.4% | +68.9% | +3.0% |
| 6M | +6.0% | -63.1% | +69.1% | +6.2% |
| YTD | +24.9% | -67.4% | +92.4% | +25.3% |
| 1Y | +20.1% | +58.2% | -38.1% | +15.5% |
| All | +17.8% | +40.5% | -22.7% | +9.2% |
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