+256.9%
CP vs CAPR
-59.1%
+316.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +26.5% | -26.5% | -0.4% |
| 7D | -0.7% | +25.8% | -26.5% | -1.1% |
| 30D | +9.6% | +50.2% | -40.6% | +8.9% |
| 3M | +2.2% | +185.5% | -183.3% | +0.2% |
| 6M | +11.1% | -64.8% | +75.9% | +11.4% |
| YTD | +28.2% | -61.1% | +89.3% | +28.2% |
| 1Y | +32.2% | +81.0% | -48.8% | +25.2% |
| 3Y | +35.5% | +300.7% | -265.2% | +23.8% |
| 5Y | +26.8% | +223.3% | -196.6% | +15.1% |
| 10Y | +256.9% | -58.8% | +315.7% | +208.5% |
| All | +256.9% | -59.1% | +316.0% | +208.5% |
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