+16.3%
FIX vs CAPR
+65.7%
-49.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.7% | +5.9% | -2.7% |
| 7D | +17.0% | +19.1% | -2.1% | +16.9% |
| 30D | -30.6% | +48.8% | -79.4% | -30.8% |
| 3M | -35.0% | +144.4% | -179.4% | -35.4% |
| 6M | -44.0% | -67.5% | +23.6% | -43.8% |
| YTD | +21.1% | -64.5% | +85.7% | +21.3% |
| 1Y | +16.3% | +74.4% | -58.2% | +15.6% |
| All | +16.3% | +65.7% | -49.4% | +15.6% |
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