+584.7%
ALL vs CAPR
-99.1%
+683.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | -1.5% | +139.2% | -140.7% | -2.2% |
| 3M | +23.6% | -66.4% | +90.0% | +23.9% |
| 6M | +22.3% | -63.1% | +85.5% | +22.5% |
| YTD | +26.5% | -67.4% | +93.9% | +26.7% |
| 1Y | +27.0% | +58.2% | -31.2% | +23.7% |
| 3Y | +149.6% | +42.2% | +107.4% | +140.7% |
| 5Y | +118.1% | +87.3% | +30.8% | +108.8% |
| 10Y | +369.0% | -75.3% | +444.2% | +337.1% |
| All | +584.7% | -99.1% | +683.8% | +524.5% |
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 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