+142.2%
CI vs CAPR
-64.9%
+207.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.8% | +0.6% |
| 7D | +0.1% | +36.0% | -35.9% | -0.1% |
| 30D | +4.7% | +25.8% | -21.1% | +4.5% |
| 3M | +5.2% | +140.8% | -135.6% | +4.5% |
| 6M | +3.8% | -67.6% | +71.4% | +3.9% |
| YTD | +9.2% | -65.9% | +75.1% | +9.3% |
| 1Y | +14.3% | +66.1% | -51.8% | +11.6% |
| 3Y | +8.4% | +256.9% | -248.4% | +2.9% |
| 5Y | +50.0% | +172.1% | -122.1% | +41.7% |
| 10Y | +142.2% | -64.7% | +206.9% | +120.9% |
| All | +142.2% | -64.9% | +207.1% | +120.9% |
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