+15.2%
D vs CAPR
+142.6%
-127.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.1% | -1.5% |
| 7D | +3.0% | +41.1% | -38.1% | +2.9% |
| 30D | +11.5% | +11.1% | +0.4% | +11.4% |
| 3M | +3.7% | +115.3% | -111.6% | +3.5% |
| 6M | +13.5% | -73.8% | +87.4% | +13.6% |
| YTD | +20.7% | -68.8% | +89.5% | +20.7% |
| 1Y | +18.2% | +43.3% | -25.1% | +17.5% |
| 3Y | +73.3% | +214.7% | -141.4% | +67.4% |
| All | +15.2% | +142.6% | -127.4% | +10.2% |
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 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