+214.8%
B vs CAPR
-65.7%
+280.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.3% | -0.6% |
| 7D | -7.3% | +5.9% | -13.2% | -7.3% |
| 30D | -3.3% | +44.6% | -48.0% | -3.5% |
| 3M | -7.8% | +126.4% | -134.1% | -8.0% |
| 6M | -15.5% | -68.6% | +53.0% | -15.5% |
| YTD | -12.3% | -67.0% | +54.7% | -12.2% |
| 1Y | +5.4% | +65.2% | -59.8% | +4.9% |
| 3Y | +165.5% | +235.6% | -70.0% | +161.0% |
| 5Y | +107.0% | +175.4% | -68.4% | +103.2% |
| All | +214.8% | -65.7% | +280.6% | +211.4% |
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