+220.7%
CF vs CAPR
+84.7%
+136.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.2% |
| 7D | +6.0% | -2.0% | +8.0% | +6.0% |
| 30D | +14.8% | +139.2% | -124.3% | +14.1% |
| 3M | +14.1% | -66.4% | +80.4% | +14.3% |
| 6M | +28.5% | -63.1% | +91.7% | +28.7% |
| YTD | +74.9% | -67.4% | +142.4% | +75.3% |
| 1Y | +61.7% | +58.2% | +3.4% | +58.1% |
| 3Y | +80.3% | +42.2% | +38.1% | +64.2% |
| All | +220.7% | +84.7% | +136.1% | +178.2% |
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