+35.4%
DD vs CAPR
+47.4%
-12.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.3% | -10.0% | -1.8% |
| 7D | +8.7% | +43.2% | -34.5% | +8.6% |
| 30D | +15.3% | +14.7% | +0.7% | +15.3% |
| 3M | +5.9% | +113.9% | -108.0% | +5.7% |
| 6M | +11.6% | -73.4% | +84.9% | +11.6% |
| YTD | +26.5% | -69.1% | +95.6% | +26.5% |
| 1Y | +35.4% | +47.2% | -11.8% | +35.1% |
| All | +35.4% | +47.4% | -12.0% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling