+84.3%
W vs CAPR
-67.6%
+151.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.7% | +6.2% | -2.6% |
| 7D | -1.7% | +19.1% | -20.7% | -1.6% |
| 30D | +3.2% | +48.8% | -45.6% | +3.7% |
| 3M | +8.3% | +144.4% | -136.1% | +12.5% |
| 6M | +84.3% | -67.5% | +151.8% | +113.6% |
| All | +84.3% | -67.6% | +151.9% | +113.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling