+9.2%
GAP vs CAPR
+47.4%
-38.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.3% | -0.2% | +8.0% |
| 7D | +8.0% | +43.2% | -35.2% | +8.0% |
| 30D | +2.7% | +14.7% | -12.0% | +2.7% |
| 3M | +16.0% | +113.9% | -97.9% | +16.2% |
| 6M | +2.0% | -73.4% | +75.4% | +2.0% |
| YTD | -4.4% | -69.1% | +64.7% | -4.5% |
| 1Y | +9.2% | +47.2% | -38.0% | +10.1% |
| All | +9.2% | +47.4% | -38.3% | +10.1% |
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