+42.5%
CI vs CAPR
+84.7%
-42.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +1.3% | -2.0% | +3.3% | +1.3% |
| 30D | +4.4% | +139.2% | -134.7% | +4.5% |
| 3M | +0.7% | -66.4% | +67.0% | +0.5% |
| 6M | +0.3% | -63.1% | +63.5% | +0.2% |
| YTD | +3.8% | -67.4% | +71.2% | +3.6% |
| 1Y | -5.5% | +58.2% | -63.7% | -5.3% |
| 3Y | +8.1% | +42.2% | -34.1% | +7.4% |
| All | +42.5% | +84.7% | -42.1% | +38.6% |
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