+14.0%
IR vs CAPR
-63.0%
+76.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +26.5% | -27.4% | -1.0% |
| 7D | +1.1% | +25.8% | -24.7% | +1.0% |
| 30D | +7.6% | +50.2% | -42.6% | +7.4% |
| 3M | +0.1% | +185.5% | -185.4% | 0.0% |
| 6M | +14.0% | -64.8% | +78.8% | +24.4% |
| All | +14.0% | -63.0% | +76.9% | +24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling