+90.9%
EAT vs CAPR
+64.2%
+26.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.4% | -10.9% | -1.3% |
| 7D | -3.9% | +36.0% | -40.0% | -3.5% |
| 30D | +5.0% | +25.8% | -20.8% | +5.4% |
| 3M | -9.6% | +140.8% | -150.5% | -8.1% |
| 6M | +46.8% | -67.6% | +114.3% | +46.2% |
| YTD | +41.8% | -65.9% | +107.7% | +41.5% |
| All | +90.9% | +64.2% | +26.7% | +104.6% |
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