+6.4%
NI vs CAPR
+47.8%
-41.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.9% | +10.5% | +0.5% |
| 7D | +1.5% | +7.6% | -6.1% | +1.5% |
| 30D | +11.9% | +13.3% | -1.4% | +11.9% |
| 3M | +9.1% | +130.4% | -121.3% | +9.3% |
| 6M | -1.8% | -70.8% | +69.1% | -2.0% |
| YTD | +11.4% | -69.3% | +80.6% | +11.2% |
| 1Y | +6.4% | +59.5% | -53.2% | +7.1% |
| All | +6.4% | +47.8% | -41.5% | +7.1% |
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