+220.1%
C vs CAPR
-64.9%
+285.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -7.0% | +2.3% |
| 7D | -0.9% | +36.0% | -37.0% | -1.6% |
| 30D | -5.4% | +25.8% | -31.2% | -5.9% |
| 3M | -9.2% | +140.8% | -150.0% | -11.4% |
| 6M | -1.8% | -67.6% | +65.8% | -1.1% |
| YTD | +6.7% | -65.9% | +72.6% | +7.2% |
| 1Y | +23.5% | +66.1% | -42.6% | +13.9% |
| 3Y | +219.8% | +256.9% | -37.1% | +177.8% |
| 5Y | +112.4% | +172.1% | -59.7% | +82.9% |
| 10Y | +220.1% | -64.7% | +284.8% | +152.7% |
| All | +220.1% | -64.9% | +285.0% | +152.7% |
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 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