+60.4%
D vs CAPR
+40.5%
+19.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +0.4% | -2.0% | +2.4% | +0.4% |
| 30D | -3.6% | +139.2% | -142.7% | -3.7% |
| 3M | -1.0% | -66.4% | +65.4% | -1.0% |
| 6M | +6.3% | -63.1% | +69.4% | +6.3% |
| YTD | +14.7% | -67.4% | +82.1% | +14.7% |
| 1Y | +16.9% | +58.2% | -41.3% | +16.3% |
| All | +60.4% | +40.5% | +19.9% | +52.8% |
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