+603.6%
ALL vs CAPR
-99.1%
+702.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.8% |
| 7D | +4.2% | +29.7% | -25.5% | +4.0% |
| 30D | +18.9% | +11.0% | +8.0% | +18.8% |
| 3M | +1.2% | +118.8% | -117.6% | +0.5% |
| 6M | +23.2% | -73.9% | +97.1% | +23.6% |
| YTD | +30.0% | -70.2% | +100.2% | +30.2% |
| 1Y | +39.6% | +38.3% | +1.3% | +36.2% |
| 3Y | +115.2% | +199.7% | -84.4% | +106.2% |
| 5Y | +156.2% | +130.6% | +25.7% | +144.8% |
| 10Y | +398.0% | -68.5% | +466.5% | +363.7% |
| All | +603.6% | -99.1% | +702.7% | +541.7% |
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