-64.7%
TE vs CAPR
-63.0%
-1.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +26.5% | -23.6% | -0.3% |
| 7D | -22.0% | +25.8% | -47.8% | -24.3% |
| 30D | -33.6% | +50.2% | -83.8% | -37.1% |
| 3M | -61.1% | +185.5% | -246.6% | -65.1% |
| 6M | -64.7% | -64.8% | +0.1% | -44.7% |
| All | -64.7% | -63.0% | -1.8% | -44.7% |
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