-40.3%
NOW vs CAPR
+90.5%
-130.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +26.5% | -23.3% | +3.2% |
| 7D | -5.6% | +25.8% | -31.3% | -5.5% |
| 30D | -26.8% | +50.2% | -77.0% | -26.7% |
| 3M | -19.4% | +185.5% | -204.9% | -19.3% |
| 6M | +12.3% | -64.8% | +77.1% | +12.6% |
| YTD | -32.9% | -61.1% | +28.2% | -32.8% |
| 1Y | -40.3% | +81.0% | -121.3% | -40.9% |
| All | -40.3% | +90.5% | -130.8% | -40.9% |
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