+47.0%
DD vs CAPR
+56.4%
-9.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -3.5% | -2.0% | -1.5% | -3.5% |
| 30D | -10.3% | +139.2% | -149.5% | -11.1% |
| 3M | -7.5% | -66.4% | +58.8% | -7.3% |
| 6M | -8.0% | -63.1% | +55.1% | -7.8% |
| YTD | +10.5% | -67.4% | +77.9% | +10.7% |
| 1Y | +38.3% | +58.2% | -20.0% | +33.3% |
| All | +47.0% | +56.4% | -9.4% | +30.3% |
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