+6.5%
FIX vs CAPR
+43.1%
-36.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.7% | +0.8% | +5.4% |
| 7D | -17.5% | +41.1% | -58.5% | -17.6% |
| 30D | -41.6% | +11.1% | -52.7% | -41.6% |
| 3M | -40.6% | +115.3% | -155.9% | -40.8% |
| 6M | -49.4% | -73.8% | +24.5% | -49.2% |
| YTD | +9.2% | -68.8% | +78.0% | +9.4% |
| 1Y | +6.5% | +43.3% | -36.9% | +6.1% |
| All | +6.5% | +43.1% | -36.6% | +6.1% |
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