+9.2%
Z vs CAPR
-80.9%
+90.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.6% | -7.1% | -10.5% |
| 7D | -2.3% | +29.7% | -32.0% | -3.1% |
| 30D | +9.4% | +11.0% | -1.6% | +8.9% |
| 3M | -16.1% | +118.8% | -134.9% | -18.9% |
| 6M | -30.4% | -73.9% | +43.5% | -29.2% |
| YTD | -55.6% | -70.2% | +14.6% | -55.2% |
| 1Y | -58.5% | +38.3% | -96.8% | -63.2% |
| 3Y | -19.6% | +199.7% | -219.3% | -35.1% |
| 5Y | -54.1% | +130.6% | -184.7% | -63.4% |
| 10Y | -12.1% | -68.5% | +56.4% | -34.8% |
| All | +9.2% | -80.9% | +90.1% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling