+78.2%
U vs CAPR
+264.4%
-186.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.7% | +9.8% | +1.2% |
| 7D | +2.8% | +19.1% | -16.2% | +2.5% |
| 30D | +7.6% | +48.8% | -41.2% | +6.9% |
| 3M | +12.7% | +144.4% | -131.7% | +10.8% |
| 6M | +87.0% | -67.5% | +154.5% | +87.8% |
| YTD | +13.6% | -64.5% | +78.1% | +13.7% |
| 1Y | +25.3% | +74.4% | -49.2% | +16.5% |
| All | +78.2% | +264.4% | -186.2% | +21.0% |
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