+14.4%
FIX vs CAPR
+47.4%
-33.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.3% | -23.3% | -15.1% |
| 7D | -18.9% | +43.2% | -62.1% | -19.1% |
| 30D | -36.3% | +14.7% | -50.9% | -36.4% |
| 3M | -38.5% | +113.9% | -152.4% | -38.8% |
| 6M | -42.3% | -73.4% | +31.1% | -42.1% |
| YTD | +17.1% | -69.1% | +86.2% | +17.4% |
| 1Y | +14.4% | +47.2% | -32.8% | +13.3% |
| All | +14.4% | +47.4% | -33.0% | +13.3% |
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