+619.9%
CI vs CAPR
-99.1%
+719.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.3% |
| 7D | +1.0% | +29.7% | -28.7% | +0.9% |
| 30D | +9.9% | +11.0% | -1.1% | +9.8% |
| 3M | +12.1% | +118.8% | -106.8% | +11.4% |
| 6M | +10.6% | -73.9% | +84.5% | +10.9% |
| YTD | +11.4% | -70.2% | +81.6% | +11.6% |
| 1Y | +18.8% | +38.3% | -19.5% | +16.1% |
| 3Y | +2.9% | +199.7% | -196.8% | -1.4% |
| 5Y | +54.5% | +130.6% | -76.0% | +47.7% |
| 10Y | +175.7% | -68.5% | +244.2% | +156.3% |
| All | +619.9% | -99.1% | +719.0% | +562.4% |
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