-7.3%
F vs CAPR
+65.7%
-73.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.7% | +5.9% | -2.8% |
| 7D | -3.9% | +19.1% | -22.9% | -4.0% |
| 30D | -0.5% | +48.8% | -49.3% | -0.7% |
| 3M | -12.9% | +144.4% | -157.3% | -13.3% |
| 6M | +1.5% | -67.5% | +69.1% | +1.4% |
| YTD | -5.0% | -64.5% | +59.5% | -5.2% |
| 1Y | -7.3% | +74.4% | -81.8% | -8.3% |
| All | -7.3% | +65.7% | -73.0% | -8.3% |
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