+512.3%
COR vs CAPR
-64.9%
+577.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +3.7% |
| 7D | +2.3% | +36.0% | -33.7% | +2.4% |
| 30D | +6.8% | +25.8% | -19.0% | +6.8% |
| 3M | +8.1% | +140.8% | -132.7% | +8.4% |
| 6M | +33.0% | -67.6% | +100.6% | +32.8% |
| YTD | +3.0% | -65.9% | +68.9% | +2.9% |
| 1Y | -3.4% | +66.1% | -69.5% | -2.8% |
| 3Y | +80.1% | +256.9% | -176.8% | +78.8% |
| 5Y | +194.7% | +172.1% | +22.6% | +192.0% |
| 10Y | +512.3% | -64.7% | +577.0% | +495.4% |
| All | +512.3% | -64.9% | +577.2% | +495.4% |
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