-4.9%
EQT vs CAPR
+47.4%
-52.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.3% | -11.4% | -3.3% |
| 7D | -6.6% | +43.2% | -49.8% | -7.0% |
| 30D | +2.7% | +14.7% | -11.9% | +2.5% |
| 3M | -0.2% | +113.9% | -114.1% | -1.4% |
| 6M | -10.6% | -73.4% | +62.8% | -10.0% |
| YTD | -1.2% | -69.1% | +67.9% | -0.8% |
| 1Y | -4.9% | +47.2% | -52.0% | -8.5% |
| All | -4.9% | +47.4% | -52.3% | -8.5% |
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