+9.5%
S vs CAPR
+48.7%
-39.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -7.7% | -2.0% | -5.7% | -7.7% |
| 30D | -5.3% | +139.2% | -144.5% | -5.6% |
| 3M | +20.3% | -66.4% | +86.6% | +20.7% |
| 6M | +47.4% | -63.1% | +110.5% | +47.7% |
| YTD | +32.5% | -67.4% | +100.0% | +32.9% |
| 1Y | +9.5% | +58.2% | -48.7% | +7.1% |
| All | +9.5% | +48.7% | -39.2% | +7.1% |
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