-49.3%
COMP vs CAPR
+90.3%
-139.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.1% | +10.6% |
| 7D | +13.4% | +41.1% | -27.6% | +12.6% |
| 30D | +11.1% | +11.1% | 0.0% | +10.8% |
| 3M | -18.8% | +115.3% | -134.2% | -20.6% |
| 6M | +10.5% | -73.8% | +84.3% | +12.0% |
| YTD | -3.4% | -68.8% | +65.4% | -2.7% |
| 1Y | +19.7% | +43.3% | -23.6% | +8.7% |
| 3Y | +381.6% | +214.7% | +166.9% | +213.4% |
| 5Y | -17.6% | +141.3% | -158.9% | -49.8% |
| All | -49.3% | +90.3% | -139.6% | -69.1% |
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