+8.9%
O vs CAPR
+35.6%
-26.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | -0.6% | -9.5% | +8.9% | -0.5% |
| 30D | -2.0% | +121.5% | -123.5% | -2.2% |
| 3M | +3.0% | -65.4% | +68.4% | +3.1% |
| 6M | -3.6% | -67.5% | +63.9% | -3.6% |
| YTD | +12.1% | -68.6% | +80.7% | +12.1% |
| 1Y | +8.9% | +42.7% | -33.8% | +7.8% |
| All | +8.9% | +35.6% | -26.7% | +7.8% |
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