+49.4%
S vs CAPR
+222.5%
-173.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.9% | +9.6% | -0.3% |
| 7D | +1.4% | +7.6% | -6.3% | +1.3% |
| 30D | -10.8% | +13.3% | -24.1% | -10.9% |
| 3M | +5.4% | +130.4% | -125.0% | +4.4% |
| 6M | +41.2% | -70.8% | +112.0% | +42.1% |
| YTD | +56.2% | -69.3% | +125.5% | +56.9% |
| 1Y | +36.3% | +59.5% | -23.2% | +30.0% |
| 3Y | +49.4% | +216.8% | -167.4% | +17.5% |
| All | +49.4% | +222.5% | -173.1% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling