+13.8%
FIX vs CAPR
+47.8%
-34.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.6% |
| 7D | -13.9% | +7.6% | -21.6% | -14.0% |
| 30D | -35.5% | +13.3% | -48.8% | -35.6% |
| 3M | -33.9% | +130.4% | -164.3% | -34.2% |
| 6M | -43.3% | -70.8% | +27.5% | -43.2% |
| YTD | +18.7% | -69.3% | +87.9% | +19.0% |
| 1Y | +13.8% | +59.5% | -45.8% | +13.1% |
| All | +13.8% | +47.8% | -34.1% | +13.1% |
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