+369.0%
ALL vs CAPR
-59.1%
+428.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.5% | -26.1% | +0.2% |
| 7D | -2.6% | +25.8% | -28.3% | -2.8% |
| 30D | +12.7% | +50.2% | -37.5% | +12.3% |
| 3M | +0.4% | +185.5% | -185.1% | -0.7% |
| 6M | +23.8% | -64.8% | +88.6% | +24.0% |
| YTD | +27.8% | -61.1% | +88.9% | +27.8% |
| 1Y | +28.9% | +81.0% | -52.1% | +24.5% |
| 3Y | +113.9% | +300.7% | -186.8% | +99.9% |
| 5Y | +157.4% | +223.3% | -66.0% | +139.1% |
| 10Y | +369.0% | -58.8% | +427.7% | +314.4% |
| All | +369.0% | -59.1% | +428.0% | +314.4% |
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