+319.4%
IR vs CAPR
-32.8%
+352.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.7% |
| 7D | +2.3% | +29.7% | -27.4% | +1.9% |
| 30D | +3.3% | +11.0% | -7.6% | +3.1% |
| 3M | -9.0% | +118.8% | -127.9% | -10.6% |
| 6M | +8.0% | -73.9% | +81.9% | +9.0% |
| YTD | +3.4% | -70.2% | +73.6% | +3.9% |
| 1Y | +4.5% | +38.3% | -33.8% | -1.3% |
| 3Y | +25.6% | +199.7% | -174.1% | +13.0% |
| 5Y | +43.8% | +130.6% | -86.8% | +28.4% |
| All | +319.4% | -32.8% | +352.2% | +237.0% |
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