-50.2%
COMP vs CAPR
+116.5%
-166.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.6% | -1.9% |
| 7D | +8.9% | +19.1% | -10.2% | +8.4% |
| 30D | +14.0% | +48.8% | -34.9% | +12.8% |
| 3M | -21.1% | +144.4% | -165.5% | -23.1% |
| 6M | +20.1% | -67.5% | +87.6% | +21.0% |
| YTD | -5.0% | -64.5% | +59.5% | -4.6% |
| 1Y | +5.7% | +74.4% | -68.8% | -5.0% |
| 3Y | +412.2% | +265.7% | +146.5% | +230.9% |
| 5Y | -12.1% | +196.0% | -208.0% | -47.0% |
| All | -50.2% | +116.5% | -166.7% | -69.8% |
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