+43.8%
D vs CAPR
-64.9%
+108.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -10.0% | -0.6% |
| 7D | +0.8% | +36.0% | -35.3% | +0.7% |
| 30D | +10.7% | +25.8% | -15.1% | +10.6% |
| 3M | +2.3% | +140.8% | -138.5% | +1.9% |
| 6M | +12.5% | -67.6% | +80.1% | +12.6% |
| YTD | +20.1% | -65.9% | +86.0% | +20.1% |
| 1Y | +15.6% | +66.1% | -50.6% | +14.2% |
| 3Y | +75.2% | +256.9% | -181.7% | +71.2% |
| 5Y | +14.6% | +172.1% | -157.5% | +11.8% |
| 10Y | +43.8% | -64.7% | +108.4% | +35.2% |
| All | +43.8% | -64.9% | +108.7% | +35.2% |
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