-48.8%
SE vs CAPR
+47.4%
-96.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.3% | -3.8% | +4.5% |
| 7D | +6.7% | +43.2% | -36.5% | +6.9% |
| 30D | -17.2% | +14.7% | -31.9% | -17.1% |
| 3M | -28.0% | +113.9% | -142.0% | -27.5% |
| 6M | -6.1% | -73.4% | +67.3% | -6.5% |
| YTD | -37.1% | -69.1% | +32.0% | -37.3% |
| 1Y | -48.8% | +47.2% | -96.0% | -47.8% |
| All | -48.8% | +47.4% | -96.2% | -47.8% |
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