+969.9%
CP vs CAPR
-99.1%
+1,069.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.6% |
| 7D | +6.1% | +29.7% | -23.6% | +5.7% |
| 30D | +9.8% | +11.0% | -1.2% | +9.5% |
| 3M | +2.7% | +118.8% | -116.1% | +1.2% |
| 6M | +12.8% | -73.9% | +86.7% | +13.6% |
| YTD | +28.2% | -70.2% | +98.4% | +28.7% |
| 1Y | +34.1% | +38.3% | -4.1% | +27.9% |
| 3Y | +28.9% | +199.7% | -170.8% | +19.4% |
| 5Y | +27.1% | +130.6% | -103.5% | +17.1% |
| 10Y | +264.8% | -68.5% | +333.3% | +222.7% |
| All | +969.9% | -99.1% | +1,069.1% | +800.4% |
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