+104.4%
COST vs CAPR
+76.3%
+28.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.8% |
| 7D | -2.8% | -12.6% | +9.9% | -2.8% |
| 30D | -5.3% | +124.4% | -129.7% | -5.5% |
| 3M | -6.7% | -66.8% | +60.1% | -6.6% |
| 6M | -9.9% | -71.8% | +61.8% | -9.9% |
| YTD | +5.1% | -70.1% | +75.2% | +5.2% |
| 1Y | -7.3% | +33.3% | -40.6% | -8.6% |
| 3Y | +70.4% | +36.7% | +33.7% | +62.7% |
| 5Y | +104.4% | +72.5% | +32.0% | +93.3% |
| All | +104.4% | +76.3% | +28.1% | +93.3% |
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