-23.1%
EXE vs CAPR
+63.5%
-86.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.8% | +0.9% |
| 7D | +5.3% | +5.9% | -0.6% | +5.2% |
| 30D | -2.2% | +44.6% | -46.8% | -2.7% |
| 3M | -5.9% | +126.4% | -132.3% | -7.1% |
| 6M | -5.7% | -68.6% | +62.9% | -5.3% |
| YTD | -17.8% | -67.0% | +49.1% | -17.6% |
| 1Y | -23.1% | +65.2% | -88.3% | -26.7% |
| All | -23.1% | +63.5% | -86.6% | -26.7% |
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