+10.3%
P vs CAPR
+47.8%
-37.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.9% | +9.1% | -1.5% |
| 7D | -13.3% | +7.6% | -21.0% | -12.9% |
| 30D | -34.0% | +13.3% | -47.3% | -33.2% |
| 3M | +4.1% | +130.4% | -126.3% | +12.0% |
| 6M | +30.5% | -70.8% | +101.3% | +26.3% |
| YTD | +52.2% | -69.3% | +121.5% | +48.5% |
| 1Y | +10.3% | +59.5% | -49.2% | +51.2% |
| All | +10.3% | +47.8% | -37.5% | +51.2% |
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