+14,976.0%
FIX vs CAPR
-99.1%
+15,075.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.9% |
| 7D | +6.0% | -2.0% | +8.0% | +6.1% |
| 30D | -7.2% | +139.2% | -146.4% | -8.6% |
| 3M | -15.9% | -66.4% | +50.5% | -15.4% |
| 6M | +12.7% | -63.1% | +75.9% | +13.2% |
| YTD | +72.8% | -67.4% | +140.2% | +73.7% |
| 1Y | +122.9% | +58.2% | +64.6% | +112.2% |
| 3Y | +774.3% | +42.2% | +732.1% | +719.3% |
| 5Y | +2,049.5% | +87.3% | +1,962.2% | +1,891.6% |
| 10Y | +5,821.5% | -75.3% | +5,896.7% | +5,192.8% |
| All | +14,976.0% | -99.1% | +15,075.0% | +12,867.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling