-2.3%
F vs CAPR
+47.8%
-50.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.2% | -0.7% |
| 7D | +1.0% | +7.6% | -6.7% | +0.9% |
| 30D | +2.1% | +13.3% | -11.2% | +2.0% |
| 3M | -10.3% | +130.4% | -140.7% | -10.6% |
| 6M | +3.3% | -70.8% | +74.1% | +3.2% |
| YTD | -2.0% | -69.3% | +67.3% | -2.1% |
| 1Y | -2.3% | +59.5% | -61.8% | -3.4% |
| All | -2.3% | +47.8% | -50.1% | -3.4% |
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