+12.5%
A vs CAPR
+142.6%
-130.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -2.9% | +1.7% |
| 7D | -0.1% | +41.1% | -41.1% | -0.5% |
| 30D | +3.4% | +11.1% | -7.8% | +3.2% |
| 3M | +23.8% | +115.3% | -91.5% | +22.4% |
| 6M | +49.0% | -73.8% | +122.8% | +50.0% |
| YTD | +29.4% | -68.8% | +98.2% | +29.9% |
| 1Y | +19.4% | +43.3% | -23.9% | +14.7% |
| 3Y | +66.2% | +214.7% | -148.5% | +38.4% |
| All | +12.5% | +142.6% | -130.0% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling