-40.9%
SE vs CAPR
+48.7%
-89.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -6.1% | -2.0% | -4.1% | -6.1% |
| 30D | -2.5% | +139.2% | -141.6% | -1.7% |
| 3M | +21.7% | -66.4% | +88.1% | +21.4% |
| 6M | +27.0% | -63.1% | +90.1% | +26.8% |
| YTD | -12.1% | -67.4% | +55.3% | -12.3% |
| 1Y | -40.9% | +58.2% | -99.2% | -39.6% |
| All | -40.9% | +48.7% | -89.6% | -39.6% |
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