+161.7%
ALL vs CAPR
+192.6%
-30.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.7% | +10.5% | +1.7% |
| 7D | 0.0% | +19.1% | -19.1% | -0.1% |
| 30D | +12.8% | +48.8% | -36.0% | +12.7% |
| 3M | +4.7% | +144.4% | -139.7% | +4.4% |
| 6M | +24.9% | -67.5% | +92.5% | +25.0% |
| YTD | +30.0% | -64.5% | +94.5% | +30.0% |
| 1Y | +29.9% | +74.4% | -44.5% | +27.9% |
| 3Y | +117.5% | +265.7% | -148.2% | +102.4% |
| 5Y | +161.7% | +196.0% | -34.3% | +139.0% |
| All | +161.7% | +192.6% | -30.9% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling