-3.5%
F vs CAPR
+90.5%
-94.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.4% |
| 7D | -2.1% | +25.8% | -27.9% | -2.3% |
| 30D | +3.3% | +50.2% | -46.9% | +3.1% |
| 3M | -11.3% | +185.5% | -196.8% | -11.7% |
| 6M | +5.3% | -64.8% | +70.1% | +5.1% |
| YTD | -2.2% | -61.1% | +58.9% | -2.4% |
| 1Y | -3.5% | +81.0% | -84.5% | -4.7% |
| All | -3.5% | +90.5% | -94.0% | -4.7% |
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