-41.3%
CAG vs CAPR
+87.6%
-128.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.4% |
| 7D | -5.3% | -9.5% | +4.2% | -5.3% |
| 30D | +1.0% | +121.5% | -120.5% | +1.1% |
| 3M | +17.4% | -65.4% | +82.7% | +17.2% |
| 6M | -16.8% | -67.5% | +50.7% | -16.9% |
| YTD | -6.8% | -68.6% | +61.8% | -6.9% |
| 1Y | -15.4% | +42.7% | -58.1% | -15.6% |
| 3Y | -37.1% | +43.4% | -80.4% | -37.4% |
| 5Y | -41.3% | +86.0% | -127.3% | -40.9% |
| All | -41.3% | +87.6% | -128.8% | -40.9% |
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