-34.0%
Z vs CAPR
+40.5%
-74.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -3.0% | -2.0% | -1.0% | -3.0% |
| 30D | -4.2% | +139.2% | -143.4% | -5.9% |
| 3M | -3.7% | -66.4% | +62.7% | -2.9% |
| 6M | -24.5% | -63.1% | +38.6% | -24.1% |
| YTD | -49.3% | -67.4% | +18.1% | -49.0% |
| 1Y | -58.7% | +58.2% | -116.9% | -61.8% |
| All | -34.0% | +40.5% | -74.5% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling