+11.4%
O vs CAPR
+47.8%
-36.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.9% | +10.0% | +0.1% |
| 7D | +3.5% | +7.6% | -4.1% | +3.5% |
| 30D | +10.4% | +13.3% | -2.9% | +10.4% |
| 3M | -2.4% | +130.4% | -132.8% | -2.7% |
| 6M | -1.2% | -70.8% | +69.6% | -1.1% |
| YTD | +10.4% | -69.3% | +79.7% | +10.5% |
| 1Y | +11.4% | +59.5% | -48.1% | +10.3% |
| All | +11.4% | +47.8% | -36.4% | +10.3% |
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