+181.5%
TER vs CAPR
+222.5%
-41.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.9% | +9.7% | 0.0% |
| 7D | -8.9% | +7.6% | -16.5% | -9.0% |
| 30D | -39.1% | +13.3% | -52.3% | -39.3% |
| 3M | -32.8% | +130.4% | -163.1% | -34.3% |
| 6M | -31.7% | -70.8% | +39.1% | -30.9% |
| YTD | +26.9% | -69.3% | +96.2% | +28.2% |
| 1Y | +33.6% | +59.5% | -26.0% | +24.4% |
| 3Y | +181.5% | +216.8% | -35.3% | +141.3% |
| All | +181.5% | +222.5% | -41.0% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling