+48.4%
D vs CAPR
-59.1%
+107.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +26.5% | -26.9% | -0.5% |
| 7D | -2.4% | +25.8% | -28.2% | -2.5% |
| 30D | +9.0% | +50.2% | -41.2% | +8.8% |
| 3M | +1.0% | +185.5% | -184.5% | +0.5% |
| 6M | +11.0% | -64.8% | +75.8% | +11.0% |
| YTD | +19.8% | -61.1% | +80.9% | +19.7% |
| 1Y | +16.0% | +81.0% | -65.0% | +14.6% |
| 3Y | +74.4% | +300.7% | -226.4% | +70.3% |
| 5Y | +13.5% | +223.3% | -209.8% | +10.7% |
| 10Y | +48.4% | -58.8% | +107.1% | +39.8% |
| All | +48.4% | -59.1% | +107.4% | +39.8% |
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