+740.1%
A vs CAPR
-99.1%
+839.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -2.9% | +1.7% |
| 7D | -0.1% | +41.1% | -41.1% | -0.4% |
| 30D | +3.4% | +11.1% | -7.8% | +3.2% |
| 3M | +23.8% | +115.3% | -91.5% | +22.5% |
| 6M | +49.0% | -73.8% | +122.8% | +49.9% |
| YTD | +29.4% | -68.8% | +98.2% | +29.8% |
| 1Y | +19.4% | +43.3% | -23.9% | +15.1% |
| 3Y | +66.2% | +214.7% | -148.5% | +56.3% |
| 5Y | +15.8% | +141.3% | -125.5% | +8.6% |
| 10Y | +326.1% | -67.0% | +393.1% | +290.7% |
| All | +740.1% | -99.1% | +839.2% | +668.1% |
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 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