+749.2%
COST vs CAPR
-63.2%
+812.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.2% | +0.5% |
| 7D | +2.5% | +19.1% | -16.6% | +2.4% |
| 30D | +14.6% | +48.8% | -34.3% | +14.3% |
| 3M | +15.2% | +144.4% | -129.2% | +14.6% |
| 6M | +7.2% | -67.5% | +74.7% | +7.3% |
| YTD | +27.4% | -64.5% | +91.9% | +27.4% |
| 1Y | +20.2% | +74.4% | -54.2% | +17.8% |
| 3Y | +96.9% | +265.7% | -168.9% | +89.5% |
| 5Y | +122.8% | +196.0% | -73.1% | +113.8% |
| All | +749.2% | -63.2% | +812.4% | +696.8% |
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