+122.9%
FIX vs CAPR
+48.7%
+74.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.9% |
| 7D | +6.0% | -2.0% | +8.0% | +6.0% |
| 30D | -7.2% | +139.2% | -146.4% | -7.6% |
| 3M | -15.9% | -66.4% | +50.5% | -15.6% |
| 6M | +12.7% | -63.1% | +75.9% | +13.0% |
| YTD | +72.8% | -67.4% | +140.2% | +73.2% |
| 1Y | +122.9% | +58.2% | +64.6% | +132.8% |
| All | +122.9% | +48.7% | +74.2% | +132.8% |
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