+291.3%
IR vs CAPR
-26.6%
+317.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.6% |
| 3M | +6.1% | -66.4% | +72.4% | +6.7% |
| 6M | -16.8% | -63.1% | +46.3% | -16.5% |
| YTD | -3.5% | -67.4% | +63.9% | -3.0% |
| 1Y | -3.5% | +58.2% | -61.7% | -9.1% |
| 3Y | +9.5% | +42.2% | -32.7% | +0.3% |
| 5Y | +45.1% | +87.3% | -42.2% | +30.4% |
| All | +291.3% | -26.6% | +317.8% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling