+33.9%
TER vs CAPR
+64.2%
-30.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +9.4% | +3.3% | +12.6% |
| 7D | -5.8% | +36.0% | -41.8% | -6.1% |
| 30D | -38.9% | +25.8% | -64.7% | -39.1% |
| 3M | -35.1% | +140.8% | -176.0% | -35.9% |
| 6M | -31.6% | -67.6% | +36.0% | -31.2% |
| YTD | +27.2% | -65.9% | +93.1% | +27.9% |
| All | +33.9% | +64.2% | -30.3% | +31.7% |
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 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