+54.5%
AR vs CAPR
-68.2%
+122.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.3% |
| 7D | -5.8% | +7.6% | -13.4% | -6.0% |
| 30D | +4.8% | +13.3% | -8.5% | +4.1% |
| 3M | +1.5% | +130.4% | -128.9% | -2.5% |
| 6M | +4.7% | -70.8% | +75.5% | +6.3% |
| YTD | +9.2% | -69.3% | +78.5% | +10.2% |
| 1Y | +11.2% | +59.5% | -48.4% | -2.9% |
| 3Y | +46.2% | +216.8% | -170.5% | +14.4% |
| 5Y | +98.1% | +152.7% | -54.7% | +52.6% |
| 10Y | +54.5% | -68.2% | +122.7% | +2.2% |
| All | +54.5% | -68.2% | +122.7% | +2.2% |
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