+54.2%
AR vs CAPR
-63.2%
+117.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.7% | +10.0% | +1.6% |
| 7D | +6.4% | +19.1% | -12.7% | +5.6% |
| 30D | +3.1% | +48.8% | -45.7% | +1.4% |
| 3M | +3.3% | +144.4% | -141.1% | -1.1% |
| 6M | +6.6% | -67.5% | +74.1% | +7.6% |
| YTD | +12.3% | -64.5% | +76.9% | +12.7% |
| 1Y | +12.3% | +74.4% | -62.1% | -2.2% |
| 3Y | +50.4% | +265.7% | -215.3% | +16.9% |
| 5Y | +101.0% | +196.0% | -95.0% | +53.9% |
| All | +54.2% | -63.2% | +117.4% | +3.5% |
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 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