+22.1%
EW vs CAPR
+50.6%
-28.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.7% |
| 7D | +9.3% | +7.6% | +1.6% | +9.3% |
| 30D | +22.1% | +13.3% | +8.8% | +22.1% |
| 3M | +13.0% | +130.4% | -117.4% | +13.3% |
| 6M | +30.1% | -70.8% | +100.9% | +30.0% |
| YTD | +22.0% | -69.3% | +91.3% | +22.0% |
| All | +22.1% | +50.6% | -28.5% | +23.4% |
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