-18.9%
EXE vs CAPR
+47.4%
-66.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.3% | -11.2% | -3.0% |
| 7D | -4.7% | +43.2% | -47.8% | -5.0% |
| 30D | +1.0% | +14.7% | -13.6% | +0.8% |
| 3M | -5.6% | +113.9% | -119.5% | -6.8% |
| 6M | -12.3% | -73.4% | +61.1% | -11.7% |
| YTD | -19.5% | -69.1% | +49.6% | -19.2% |
| 1Y | -18.9% | +47.2% | -66.1% | -21.8% |
| All | -18.9% | +47.4% | -66.3% | -21.8% |
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