+60.7%
SE vs CAPR
+299.3%
-238.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +26.5% | -30.2% | -3.6% |
| 7D | -7.7% | +25.8% | -33.5% | -7.7% |
| 30D | -22.8% | +50.2% | -73.0% | -22.8% |
| 3M | -43.7% | +185.5% | -229.2% | -43.6% |
| 6M | -12.8% | -64.8% | +52.0% | -12.9% |
| YTD | -42.0% | -61.1% | +19.1% | -42.0% |
| 1Y | -48.0% | +81.0% | -129.0% | -47.8% |
| All | +60.7% | +299.3% | -238.5% | +53.4% |
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