-64.8%
SPCH vs CAPR
-65.4%
+0.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +4.7% | +12.2% | +16.6% |
| 7D | -3.0% | +41.1% | -44.1% | -4.0% |
| 30D | -39.8% | +11.1% | -50.9% | -39.9% |
| 3M | +16.8% | +115.3% | -98.5% | +13.3% |
| All | -64.8% | -65.4% | +0.7% | -74.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling