+29.3%
V vs CAPR
+47.4%
-18.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.4% | +3.9% |
| 7D | +9.0% | +43.2% | -34.2% | +9.0% |
| 30D | +18.1% | +14.7% | +3.4% | +18.1% |
| 3M | +18.3% | +113.9% | -95.6% | +18.5% |
| 6M | +34.1% | -73.4% | +107.5% | +34.1% |
| YTD | +25.2% | -69.1% | +94.3% | +25.2% |
| 1Y | +29.3% | +47.2% | -17.9% | +29.1% |
| All | +29.3% | +47.4% | -18.1% | +29.1% |
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