+186.1%
COR vs CAPR
+84.7%
+101.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.8% |
| 7D | +2.8% | -2.0% | +4.8% | +2.8% |
| 30D | +4.5% | +139.2% | -134.7% | +5.5% |
| 3M | +22.7% | -66.4% | +89.0% | +22.1% |
| 6M | -9.7% | -63.1% | +53.4% | -10.0% |
| YTD | -1.4% | -67.4% | +66.0% | -1.8% |
| 1Y | +13.9% | +58.2% | -44.3% | +17.4% |
| 3Y | +94.0% | +42.2% | +51.8% | +98.4% |
| All | +186.1% | +84.7% | +101.5% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling