+150.3%
CI vs CAPR
-68.2%
+218.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.9% | +12.5% | +2.6% |
| 7D | +2.6% | +7.6% | -5.0% | +2.5% |
| 30D | +7.3% | +13.3% | -6.0% | +7.2% |
| 3M | +9.5% | +130.4% | -120.9% | +8.8% |
| 6M | +6.4% | -70.8% | +77.2% | +6.6% |
| YTD | +12.0% | -69.3% | +81.3% | +12.1% |
| 1Y | +20.1% | +59.5% | -39.5% | +17.2% |
| 3Y | +9.6% | +216.8% | -207.2% | +4.1% |
| 5Y | +52.7% | +152.7% | -100.0% | +44.2% |
| 10Y | +150.3% | -68.2% | +218.5% | +128.3% |
| All | +150.3% | -68.2% | +218.5% | +128.3% |
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