+42.1%
EAT vs CAPR
+35.6%
+6.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.3% | -3.4% |
| 7D | -4.9% | -9.5% | +4.6% | -5.1% |
| 30D | -1.2% | +121.5% | -122.7% | +0.2% |
| 3M | +52.2% | -65.4% | +117.6% | +51.6% |
| 6M | +65.0% | -67.5% | +132.6% | +64.3% |
| YTD | +55.0% | -68.6% | +123.6% | +54.4% |
| 1Y | +42.1% | +42.7% | -0.6% | +50.4% |
| All | +42.1% | +35.6% | +6.4% | +50.4% |
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