+24.5%
EW vs CAPR
+64.2%
-39.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | +2.5% |
| 7D | +12.3% | +36.0% | -23.8% | +12.3% |
| 30D | +22.9% | +25.8% | -2.9% | +22.9% |
| 3M | +16.7% | +140.8% | -124.1% | +17.0% |
| 6M | +31.0% | -67.6% | +98.5% | +30.9% |
| YTD | +22.8% | -65.9% | +88.7% | +22.8% |
| All | +24.5% | +64.2% | -39.6% | +25.8% |
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