-21.6%
Q vs CAPR
-72.8%
+51.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.7% | +6.2% |
| 7D | +0.3% | +41.1% | -40.8% | -0.1% |
| 30D | -9.8% | +11.1% | -20.9% | -9.9% |
| 3M | -12.2% | +115.3% | -127.5% | -14.4% |
| 6M | -21.6% | -73.8% | +52.2% | -0.1% |
| All | -21.6% | -72.8% | +51.2% | -0.1% |
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 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