+606.1%
COST vs CAPR
-78.4%
+684.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.3% |
| 7D | -1.2% | -11.0% | +9.8% | -1.1% |
| 30D | -4.7% | +99.8% | -104.5% | -5.1% |
| 3M | -7.1% | -66.6% | +59.5% | -7.0% |
| 6M | -8.5% | -75.1% | +66.5% | -8.3% |
| YTD | +5.4% | -71.0% | +76.4% | +5.6% |
| 1Y | -5.6% | +30.0% | -35.6% | -7.4% |
| 3Y | +68.5% | +29.0% | +39.5% | +63.4% |
| 5Y | +105.2% | +70.8% | +34.4% | +97.5% |
| All | +606.1% | -78.4% | +684.5% | +573.1% |
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