+37.2%
M vs CAPR
+47.4%
-10.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +8.3% | -0.6% | +7.7% |
| 7D | +8.3% | +43.2% | -34.9% | +8.4% |
| 30D | +14.2% | +14.7% | -0.5% | +14.2% |
| 3M | -1.1% | +113.9% | -115.0% | -0.6% |
| 6M | +36.6% | -73.4% | +110.0% | +36.5% |
| YTD | +19.8% | -69.1% | +88.9% | +19.7% |
| 1Y | +37.2% | +47.2% | -10.0% | +39.6% |
| All | +37.2% | +47.4% | -10.3% | +39.6% |
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