+14.3%
A vs CAPR
+172.3%
-158.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.5% | +0.6% |
| 7D | -0.5% | +5.9% | -6.3% | -0.6% |
| 30D | 0.0% | +44.6% | -44.6% | -0.5% |
| 3M | +16.7% | +126.4% | -109.7% | +15.3% |
| 6M | +54.8% | -68.6% | +123.4% | +55.5% |
| YTD | +28.8% | -67.0% | +95.8% | +29.1% |
| 1Y | +19.3% | +65.2% | -45.8% | +14.1% |
| 3Y | +65.5% | +235.6% | -170.0% | +37.7% |
| All | +14.3% | +172.3% | -158.0% | -9.0% |
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