-13.3%
T vs CAPR
-72.8%
+59.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -0.9% |
| 7D | +1.0% | +41.1% | -40.0% | +0.6% |
| 30D | -10.6% | +11.1% | -21.7% | -11.0% |
| 3M | -7.7% | +115.3% | -123.1% | -8.8% |
| 6M | -13.3% | -73.8% | +60.5% | -18.1% |
| All | -13.3% | -72.8% | +59.5% | -18.1% |
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 · 6 months rolling