-37.2%
CAG vs CAPR
-78.6%
+41.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.7% |
| 7D | -5.9% | -10.6% | +4.7% | -5.9% |
| 30D | -1.5% | +111.2% | -112.7% | -1.6% |
| 3M | +11.5% | -67.2% | +78.7% | +11.4% |
| 6M | -15.7% | -75.1% | +59.5% | -15.7% |
| YTD | -10.2% | -71.2% | +61.0% | -10.2% |
| 1Y | -18.1% | +31.1% | -49.2% | -18.5% |
| 3Y | -39.4% | +31.3% | -70.7% | -39.8% |
| 5Y | -42.6% | +69.4% | -112.0% | -43.1% |
| All | -37.2% | -78.6% | +41.4% | -37.5% |
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