-7.1%
LOW vs CAPR
+56.4%
-63.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -1.7% | -2.0% | +0.3% | -1.7% |
| 30D | -7.0% | +139.2% | -146.2% | -7.9% |
| 3M | -0.9% | -66.4% | +65.5% | -0.6% |
| 6M | -20.1% | -63.1% | +43.1% | -19.9% |
| YTD | -13.9% | -67.4% | +53.5% | -13.7% |
| 1Y | -21.1% | +58.2% | -79.4% | -24.2% |
| All | -7.1% | +56.4% | -63.5% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling