+746.6%
IT vs CAPR
-99.1%
+845.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.6% |
| 7D | -6.0% | -2.0% | -4.1% | -6.0% |
| 30D | 0.0% | +139.2% | -139.2% | -0.9% |
| 3M | +13.1% | -66.4% | +79.4% | +13.4% |
| 6M | +11.7% | -63.1% | +74.8% | +11.9% |
| YTD | -26.1% | -67.4% | +41.3% | -25.9% |
| 1Y | -21.3% | +58.2% | -79.5% | -24.1% |
| 3Y | -46.7% | +42.2% | -89.0% | -49.3% |
| 5Y | -40.5% | +87.3% | -127.8% | -43.9% |
| 10Y | +103.9% | -75.3% | +179.2% | +86.7% |
| All | +746.6% | -99.1% | +845.7% | +664.7% |
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