+7.5%
IR vs CAPR
+36.9%
-29.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -2.0% |
| 7D | -1.9% | -12.6% | +10.7% | -1.8% |
| 30D | -15.0% | +124.4% | -139.5% | -15.7% |
| 3M | -0.4% | -66.8% | +66.4% | -0.1% |
| 6M | -15.0% | -71.8% | +56.7% | -14.6% |
| YTD | -7.1% | -70.1% | +63.0% | -6.7% |
| 1Y | -7.5% | +33.3% | -40.9% | -10.1% |
| All | +7.5% | +36.9% | -29.4% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling