+2,457.9%
CF vs CAPR
-99.1%
+2,557.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.8% | +6.2% |
| 7D | +0.4% | +29.7% | -29.3% | 0.0% |
| 30D | +2.2% | +11.0% | -8.8% | +2.0% |
| 3M | +2.1% | +118.8% | -116.7% | +0.6% |
| 6M | -6.5% | -73.9% | +67.4% | -5.9% |
| YTD | +55.6% | -70.2% | +125.8% | +56.2% |
| 1Y | +42.3% | +38.3% | +4.0% | +35.5% |
| 3Y | +55.7% | +199.7% | -143.9% | +42.9% |
| 5Y | +122.4% | +130.6% | -8.1% | +102.8% |
| 10Y | +568.5% | -68.5% | +637.0% | +484.7% |
| All | +2,457.9% | -99.1% | +2,557.0% | +2,125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling