+237.8%
A vs CAPR
-77.1%
+314.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +1.0% | -2.6% |
| 7D | -2.1% | -9.5% | +7.4% | -1.9% |
| 30D | +0.6% | +121.5% | -120.9% | -0.8% |
| 3M | +10.9% | -65.4% | +76.3% | +11.5% |
| 6M | +28.2% | -67.5% | +95.7% | +28.9% |
| YTD | +8.6% | -68.6% | +77.2% | +9.2% |
| 1Y | +15.5% | +42.7% | -27.1% | +9.7% |
| 3Y | +31.8% | +43.4% | -11.6% | +21.5% |
| 5Y | -14.9% | +86.0% | -100.9% | -22.9% |
| 10Y | +237.8% | -77.4% | +315.2% | +204.1% |
| All | +237.8% | -77.1% | +314.9% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling