+55.5%
AR vs CAPR
-59.1%
+114.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +26.5% | -25.0% | +0.6% |
| 7D | +2.1% | +25.8% | -23.7% | +1.2% |
| 30D | +4.5% | +50.2% | -45.7% | +2.7% |
| 3M | +1.0% | +185.5% | -184.5% | -3.7% |
| 6M | +4.4% | -64.8% | +69.3% | +5.2% |
| YTD | +10.9% | -61.1% | +72.0% | +10.9% |
| 1Y | +8.6% | +81.0% | -72.4% | -5.5% |
| 3Y | +48.5% | +300.7% | -252.2% | +15.1% |
| 5Y | +95.7% | +223.3% | -127.6% | +49.4% |
| 10Y | +55.5% | -58.8% | +114.2% | +1.8% |
| All | +55.5% | -59.1% | +114.5% | +1.8% |
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