-7.2%
T vs CAPR
+35.6%
-42.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.3% |
| 7D | -1.5% | -9.5% | +8.0% | -1.6% |
| 30D | +7.6% | +121.5% | -113.9% | +7.9% |
| 3M | +15.3% | -65.4% | +80.7% | +15.0% |
| 6M | -8.5% | -67.5% | +59.1% | -8.7% |
| YTD | +6.8% | -68.6% | +75.4% | +6.5% |
| 1Y | -7.2% | +42.7% | -49.9% | -6.4% |
| All | -7.2% | +35.6% | -42.9% | -6.4% |
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 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