+101.0%
AR vs CAPR
+192.6%
-91.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.7% | +10.0% | +1.5% |
| 7D | +6.4% | +19.1% | -12.7% | +5.9% |
| 30D | +3.1% | +48.8% | -45.7% | +2.1% |
| 3M | +3.3% | +144.4% | -141.1% | +0.6% |
| 6M | +6.6% | -67.5% | +74.1% | +7.3% |
| YTD | +12.3% | -64.5% | +76.9% | +12.6% |
| 1Y | +12.3% | +74.4% | -62.1% | +3.1% |
| 3Y | +50.4% | +265.7% | -215.3% | +10.1% |
| 5Y | +101.0% | +196.0% | -95.0% | +36.9% |
| All | +101.0% | +192.6% | -91.6% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling