+7.8%
EQT vs CAPR
+48.7%
-41.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +1.1% | -2.0% | +3.1% | +1.1% |
| 30D | +7.7% | +139.2% | -131.5% | +6.3% |
| 3M | +0.2% | -66.4% | +66.6% | +0.7% |
| 6M | -9.5% | -63.1% | +53.7% | -9.2% |
| YTD | +3.8% | -67.4% | +71.3% | +4.3% |
| 1Y | +7.8% | +58.2% | -50.5% | +3.0% |
| All | +7.8% | +48.7% | -41.0% | +3.0% |
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