+28.6%
P vs CAPR
+63.5%
-34.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.0% | -2.4% |
| 7D | +11.6% | +5.9% | +5.7% | +12.2% |
| 30D | -23.7% | +44.6% | -68.3% | -21.4% |
| 3M | -8.0% | +126.4% | -134.3% | -1.0% |
| 6M | +27.9% | -68.6% | +96.5% | +24.7% |
| YTD | +61.2% | -67.0% | +128.1% | +58.2% |
| 1Y | +28.6% | +65.2% | -36.5% | +77.3% |
| All | +28.6% | +63.5% | -34.8% | +77.3% |
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