+112.4%
C vs CAPR
+160.6%
-48.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -7.0% | +2.3% |
| 7D | -0.9% | +36.0% | -37.0% | -1.4% |
| 30D | -5.4% | +25.8% | -31.2% | -5.8% |
| 3M | -9.2% | +140.8% | -150.0% | -10.9% |
| 6M | -1.8% | -67.6% | +65.8% | -1.2% |
| YTD | +6.7% | -65.9% | +72.6% | +7.1% |
| 1Y | +23.5% | +66.1% | -42.6% | +15.8% |
| 3Y | +219.8% | +256.9% | -37.1% | +162.3% |
| 5Y | +112.4% | +172.1% | -59.7% | +59.8% |
| All | +112.4% | +160.6% | -48.2% | +59.8% |
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