-4.9%
IR vs CAPR
+40.7%
-45.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -2.8% | -2.0% | -0.8% | -2.8% |
| 30D | -15.1% | +139.2% | -154.3% | -15.4% |
| 3M | +6.1% | -66.4% | +72.4% | +6.2% |
| 6M | -16.8% | -63.1% | +46.3% | -16.7% |
| YTD | -3.5% | -67.4% | +63.9% | -3.4% |
| All | -4.9% | +40.7% | -45.6% | -4.7% |
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