+100.0%
B vs CAPR
-99.1%
+199.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | +9.4% | +139.2% | -129.8% | +8.7% |
| 3M | +5.0% | -66.4% | +71.4% | +5.2% |
| 6M | -3.5% | -63.1% | +59.6% | -3.4% |
| YTD | +4.5% | -67.4% | +71.9% | +4.7% |
| 1Y | +67.8% | +58.2% | +9.5% | +64.3% |
| 3Y | +196.7% | +42.2% | +154.5% | +187.3% |
| 5Y | +151.9% | +87.3% | +64.7% | +142.2% |
| 10Y | +202.2% | -75.3% | +277.4% | +184.6% |
| All | +100.0% | -99.1% | +199.1% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling