-1.4%
M vs CAPR
-99.1%
+97.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.6% |
| 7D | +4.7% | -2.0% | +6.7% | +4.7% |
| 30D | -9.6% | +139.2% | -148.8% | -10.6% |
| 3M | +0.9% | -66.4% | +67.2% | +1.2% |
| 6M | +22.3% | -63.1% | +85.4% | +22.5% |
| YTD | +6.5% | -67.4% | +74.0% | +6.8% |
| 1Y | +38.8% | +58.2% | -19.5% | +33.0% |
| 3Y | +115.9% | +42.2% | +73.7% | +104.1% |
| 5Y | +28.6% | +87.3% | -58.6% | +20.4% |
| 10Y | -2.5% | -75.3% | +72.7% | -12.1% |
| All | -1.4% | -99.1% | +97.6% | -13.8% |
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