+374.8%
ALL vs CAPR
-68.5%
+443.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.7% | -9.1% | -4.5% |
| 7D | -1.9% | +41.1% | -43.0% | -2.2% |
| 30D | +13.8% | +11.1% | +2.7% | +13.6% |
| 3M | -7.0% | +115.3% | -122.3% | -7.8% |
| 6M | +18.0% | -73.8% | +91.9% | +18.5% |
| YTD | +24.2% | -68.8% | +93.0% | +24.4% |
| 1Y | +31.2% | +43.3% | -12.1% | +26.9% |
| 3Y | +107.5% | +214.7% | -107.2% | +94.4% |
| 5Y | +144.8% | +141.3% | +3.5% | +128.2% |
| All | +374.8% | -68.5% | +443.3% | +319.5% |
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 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