+11.2%
SPY vs CAPR
+47.8%
-36.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.9% | +9.6% | -0.4% |
| 7D | -0.6% | +7.6% | -8.2% | -0.6% |
| 30D | -3.7% | +13.3% | -17.0% | -3.7% |
| 3M | -2.7% | +130.4% | -133.1% | -2.8% |
| 6M | +2.2% | -70.8% | +73.0% | +2.3% |
| YTD | +10.8% | -69.3% | +80.1% | +10.9% |
| 1Y | +11.2% | +59.5% | -48.3% | +11.0% |
| All | +11.2% | +47.8% | -36.6% | +11.0% |
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 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