-39.0%
U vs CAPR
+62.6%
-101.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -3.8% | -2.0% | -1.8% | -3.8% |
| 30D | +17.5% | +139.2% | -121.7% | +13.8% |
| 3M | +38.7% | -66.4% | +105.1% | +40.2% |
| 6M | +104.4% | -63.1% | +167.6% | +105.5% |
| YTD | -5.7% | -67.4% | +61.7% | -4.9% |
| 1Y | +3.7% | +58.2% | -54.6% | -9.9% |
| 3Y | +12.3% | +42.2% | -29.9% | -18.7% |
| 5Y | -68.8% | +87.3% | -156.1% | -80.7% |
| All | -39.0% | +62.6% | -101.7% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling