+250.9%
CP vs CAPR
-68.5%
+319.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.3% | -1.8% |
| 7D | +2.8% | +41.1% | -38.3% | +2.2% |
| 30D | +10.2% | +11.1% | -0.9% | +10.0% |
| 3M | +2.4% | +115.3% | -113.0% | +0.8% |
| 6M | +7.7% | -73.8% | +81.5% | +8.5% |
| YTD | +26.0% | -68.8% | +94.8% | +26.5% |
| 1Y | +34.6% | +43.3% | -8.7% | +28.1% |
| 3Y | +26.7% | +214.7% | -188.0% | +16.2% |
| 5Y | +24.9% | +141.3% | -116.4% | +14.0% |
| All | +250.9% | -68.5% | +319.4% | +205.1% |
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