+2,268.9%
COST vs CAPR
-99.1%
+2,368.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -3.1% | -2.0% | -1.2% | -3.1% |
| 30D | -2.8% | +139.2% | -142.0% | -3.2% |
| 3M | -5.7% | -66.4% | +60.7% | -5.5% |
| 6M | -8.8% | -63.1% | +54.4% | -8.7% |
| YTD | +6.7% | -67.4% | +74.1% | +6.8% |
| 1Y | -3.6% | +58.2% | -61.9% | -5.2% |
| 3Y | +75.1% | +42.2% | +32.9% | +71.2% |
| 5Y | +108.9% | +87.3% | +21.7% | +103.4% |
| 10Y | +586.2% | -75.3% | +661.4% | +559.7% |
| All | +2,268.9% | -99.1% | +2,368.0% | +2,121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling