+25.8%
CP vs CAPR
+151.3%
-125.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.7% | -0.1% |
| 7D | +2.8% | +7.6% | -4.8% | +2.7% |
| 30D | +11.0% | +13.3% | -2.2% | +10.8% |
| 3M | +3.8% | +130.4% | -126.5% | +2.3% |
| 6M | +9.5% | -70.8% | +80.3% | +10.1% |
| YTD | +28.2% | -69.3% | +97.5% | +28.7% |
| 1Y | +33.0% | +59.5% | -26.6% | +26.7% |
| 3Y | +35.5% | +216.8% | -181.2% | +19.7% |
| 5Y | +25.8% | +152.7% | -126.9% | +10.5% |
| All | +25.8% | +151.3% | -125.5% | +10.5% |
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 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