+26.5%
NDAQ vs CAPR
+90.5%
-64.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.5% | -26.8% | -0.2% |
| 7D | 0.0% | +25.8% | -25.8% | 0.0% |
| 30D | +16.3% | +50.2% | -33.9% | +16.4% |
| 3M | +15.8% | +185.5% | -169.7% | +16.2% |
| 6M | +24.8% | -64.8% | +89.7% | +24.9% |
| YTD | +14.1% | -61.1% | +75.2% | +14.1% |
| 1Y | +26.5% | +81.0% | -54.4% | +27.5% |
| All | +26.5% | +90.5% | -64.0% | +27.5% |
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