+29.4%
NDAQ vs CAPR
+47.4%
-18.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.3% | -5.7% | +2.6% |
| 7D | +3.9% | +43.2% | -39.2% | +4.0% |
| 30D | +19.0% | +14.7% | +4.3% | +19.0% |
| 3M | +17.6% | +113.9% | -96.3% | +17.9% |
| 6M | +21.0% | -73.4% | +94.4% | +20.9% |
| YTD | +14.1% | -69.1% | +83.2% | +14.1% |
| 1Y | +29.4% | +47.2% | -17.8% | +30.1% |
| All | +29.4% | +47.4% | -18.0% | +30.1% |
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