+371.6%
ALL vs CAPR
-65.7%
+437.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.4% |
| 7D | +5.0% | +5.9% | -0.9% | +4.9% |
| 30D | +13.3% | +44.6% | -31.3% | +12.9% |
| 3M | +3.2% | +126.4% | -123.2% | +2.2% |
| 6M | +25.3% | -68.6% | +93.9% | +25.6% |
| YTD | +30.5% | -67.0% | +97.4% | +30.6% |
| 1Y | +29.2% | +65.2% | -36.0% | +24.8% |
| 3Y | +119.1% | +235.6% | -116.5% | +105.2% |
| 5Y | +162.6% | +175.4% | -12.8% | +144.4% |
| All | +371.6% | -65.7% | +437.4% | +317.3% |
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 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