+117.2%
NDAQ vs CAPR
+264.4%
-147.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | -0.9% |
| 7D | +1.7% | +19.1% | -17.4% | +1.7% |
| 30D | +16.2% | +48.8% | -32.6% | +16.2% |
| 3M | +14.0% | +144.4% | -130.4% | +13.9% |
| 6M | +22.3% | -67.5% | +89.8% | +22.4% |
| YTD | +13.0% | -64.5% | +77.5% | +13.1% |
| 1Y | +24.0% | +74.4% | -50.4% | +22.9% |
| All | +117.2% | +264.4% | -147.2% | +111.5% |
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 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