+30.8%
DD vs CAPR
+64.2%
-33.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.4% | -3.6% | +5.9% |
| 7D | +9.8% | +36.0% | -26.3% | +9.7% |
| 30D | +19.3% | +25.8% | -6.5% | +19.2% |
| 3M | +9.4% | +140.8% | -131.5% | +9.1% |
| 6M | +4.8% | -67.6% | +72.4% | +4.8% |
| YTD | +30.2% | -65.9% | +96.1% | +30.2% |
| All | +30.8% | +64.2% | -33.4% | +30.1% |
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