+97.4%
AR vs CAPR
+172.3%
-74.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.2% |
| 7D | +7.4% | +5.9% | +1.5% | +7.1% |
| 30D | +5.8% | +44.6% | -38.9% | +4.7% |
| 3M | +5.2% | +126.4% | -121.2% | +2.6% |
| 6M | +5.4% | -68.6% | +74.0% | +6.2% |
| YTD | +12.4% | -67.0% | +79.4% | +12.9% |
| 1Y | +12.8% | +65.2% | -52.4% | +3.6% |
| 3Y | +47.2% | +235.6% | -188.4% | +8.0% |
| All | +97.4% | +172.3% | -74.9% | +34.0% |
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