-43.1%
IT vs CAPR
+142.6%
-185.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.7% | -8.7% | -4.0% |
| 7D | -16.9% | +41.1% | -58.0% | -17.1% |
| 30D | +2.3% | +11.1% | -8.8% | +2.3% |
| 3M | +2.9% | +115.3% | -112.5% | +2.3% |
| 6M | +25.9% | -73.8% | +99.7% | +26.3% |
| YTD | -24.6% | -68.8% | +44.2% | -24.5% |
| 1Y | -16.0% | +43.3% | -59.4% | -18.8% |
| 3Y | -51.6% | +214.7% | -266.3% | -56.7% |
| All | -43.1% | +142.6% | -185.6% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling