+1.1%
PR vs CAPR
-71.4%
+72.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.3% | -14.8% | -6.6% |
| 7D | -12.1% | +43.2% | -55.3% | -12.4% |
| 30D | +0.9% | +14.7% | -13.8% | +1.0% |
| 3M | +10.1% | +113.9% | -103.8% | +6.6% |
| 6M | +1.1% | -73.4% | +74.5% | +1.2% |
| All | +1.1% | -71.4% | +72.5% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling