-0.4%
PL vs CAPR
+47.4%
-47.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.3% | -14.6% | -6.4% |
| 7D | -11.7% | +43.2% | -54.9% | -11.9% |
| 30D | -27.1% | +14.7% | -41.8% | -27.2% |
| 3M | -44.6% | +113.9% | -158.5% | -44.7% |
| 6M | -67.2% | -73.4% | +6.2% | -67.1% |
| YTD | -35.9% | -69.1% | +33.2% | -35.8% |
| 1Y | -0.4% | +47.2% | -47.6% | -2.1% |
| All | -0.4% | +47.4% | -47.8% | -2.1% |
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