+624.1%
A vs CAPR
-99.1%
+723.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -1.9% | -2.0% | 0.0% | -1.9% |
| 30D | +6.9% | +139.2% | -132.3% | +5.7% |
| 3M | +9.2% | -66.4% | +75.6% | +9.7% |
| 6M | +25.7% | -63.1% | +88.8% | +26.0% |
| YTD | +11.5% | -67.4% | +79.0% | +11.9% |
| 1Y | +18.4% | +58.2% | -39.9% | +13.9% |
| 3Y | +26.6% | +42.2% | -15.6% | +20.2% |
| 5Y | -12.8% | +87.3% | -100.1% | -18.0% |
| 10Y | +247.2% | -75.3% | +322.4% | +218.9% |
| All | +624.1% | -99.1% | +723.2% | +562.3% |
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