+52.3%
GM vs CAPR
+48.7%
+3.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | -1.6% | +139.2% | -140.8% | -1.7% |
| 3M | +5.7% | -66.4% | +72.1% | +5.9% |
| 6M | +12.2% | -63.1% | +75.3% | +12.3% |
| YTD | +8.4% | -67.4% | +75.8% | +8.6% |
| 1Y | +52.3% | +58.2% | -5.9% | +50.7% |
| All | +52.3% | +48.7% | +3.6% | +50.7% |
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