+29.8%
XYZ vs CAPR
+50.6%
-20.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.9% | +6.6% | -3.3% |
| 7D | +12.6% | +7.6% | +5.0% | +12.6% |
| 30D | +10.8% | +13.3% | -2.5% | +10.7% |
| 3M | +8.4% | +130.4% | -122.0% | +8.2% |
| 6M | +14.3% | -70.8% | +85.1% | +14.6% |
| YTD | +31.5% | -69.3% | +100.7% | +31.6% |
| All | +29.8% | +50.6% | -20.8% | +27.6% |
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 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