+568.0%
CF vs CAPR
-68.5%
+636.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.6% |
| 7D | -3.2% | +41.1% | -44.2% | -3.8% |
| 30D | +4.3% | +11.1% | -6.8% | +4.0% |
| 3M | +2.8% | +115.3% | -112.5% | +1.0% |
| 6M | +0.6% | -73.8% | +74.4% | +1.5% |
| YTD | +56.6% | -68.8% | +125.4% | +57.3% |
| 1Y | +49.6% | +43.3% | +6.3% | +40.4% |
| 3Y | +61.5% | +214.7% | -153.2% | +41.6% |
| 5Y | +124.0% | +141.3% | -17.3% | +94.1% |
| All | +568.0% | -68.5% | +636.5% | +445.9% |
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 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