+48.0%
AR vs CAPR
-75.3%
+123.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +2.5% | -2.0% | +4.5% | +2.6% |
| 30D | +14.8% | +139.2% | -124.4% | +10.5% |
| 3M | +6.2% | -66.4% | +72.6% | +7.7% |
| 6M | +4.3% | -63.1% | +67.4% | +5.1% |
| YTD | +14.4% | -67.4% | +81.8% | +15.6% |
| 1Y | +21.3% | +58.2% | -36.9% | +6.2% |
| 3Y | +39.8% | +42.2% | -2.4% | +14.3% |
| 5Y | +142.1% | +87.3% | +54.8% | +89.9% |
| All | +48.0% | -75.3% | +123.3% | +0.8% |
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