+207.2%
C vs CAPR
-63.2%
+270.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.6% | +0.1% |
| 7D | +4.7% | +19.1% | -14.3% | +4.3% |
| 30D | +0.2% | +48.8% | -48.7% | -0.8% |
| 3M | -9.3% | +144.4% | -153.7% | -11.6% |
| 6M | -0.8% | -67.5% | +66.7% | -0.2% |
| YTD | +8.5% | -64.5% | +73.0% | +8.8% |
| 1Y | +23.1% | +74.4% | -51.4% | +13.4% |
| 3Y | +220.8% | +265.7% | -44.9% | +178.7% |
| 5Y | +112.4% | +196.0% | -83.6% | +82.6% |
| All | +207.2% | -63.2% | +270.3% | +139.2% |
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