+24.3%
W vs CAPR
+47.4%
-23.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.3% | +2.7% | +11.1% |
| 7D | +8.4% | +43.2% | -34.8% | +9.0% |
| 30D | +16.5% | +14.7% | +1.9% | +16.8% |
| 3M | +6.4% | +113.9% | -107.5% | +8.3% |
| 6M | +90.5% | -73.4% | +163.9% | +88.7% |
| YTD | +23.1% | -69.1% | +92.1% | +22.3% |
| 1Y | +24.3% | +47.2% | -22.9% | +32.1% |
| All | +24.3% | +47.4% | -23.2% | +32.1% |
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