+36.8%
S vs CAPR
+64.2%
-27.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.4% | -1.4% | +8.0% |
| 7D | +1.6% | +36.0% | -34.5% | +1.5% |
| 30D | -10.5% | +25.8% | -36.3% | -10.5% |
| 3M | +9.9% | +140.8% | -130.9% | +9.7% |
| 6M | +41.8% | -67.6% | +109.3% | +42.3% |
| YTD | +56.8% | -65.9% | +122.7% | +57.2% |
| All | +36.8% | +64.2% | -27.3% | +33.5% |
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