-46.5%
COMP vs CAPR
+108.2%
-154.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.4% | -3.8% | +5.5% |
| 7D | +14.5% | +36.0% | -21.5% | +13.7% |
| 30D | +14.9% | +25.8% | -10.9% | +14.3% |
| 3M | -14.2% | +140.8% | -155.1% | -16.3% |
| 6M | +23.7% | -67.6% | +91.3% | +24.8% |
| YTD | +2.1% | -65.9% | +68.0% | +2.6% |
| 1Y | +26.2% | +66.1% | -39.9% | +13.7% |
| 3Y | +470.9% | +256.9% | +214.0% | +268.5% |
| 5Y | -14.0% | +172.1% | -186.1% | -47.9% |
| All | -46.5% | +108.2% | -154.7% | -67.4% |
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 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