-23.8%
LOW vs CAPR
+42.0%
-65.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.8% |
| 7D | +0.4% | -9.5% | +9.9% | +0.4% |
| 30D | -10.1% | +121.5% | -131.6% | -10.5% |
| 3M | -2.9% | -65.4% | +62.5% | -2.7% |
| 6M | -19.4% | -67.5% | +48.1% | -19.3% |
| YTD | -15.4% | -68.6% | +53.2% | -15.3% |
| All | -23.8% | +42.0% | -65.8% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling