+13.1%
D vs CAPR
+151.3%
-138.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.9% | +10.1% | +0.2% |
| 7D | +2.4% | +7.6% | -5.3% | +2.4% |
| 30D | +10.9% | +13.3% | -2.4% | +10.9% |
| 3M | +2.8% | +130.4% | -127.5% | +2.6% |
| 6M | +12.7% | -70.8% | +83.5% | +12.7% |
| YTD | +20.3% | -69.3% | +89.6% | +20.3% |
| 1Y | +17.1% | +59.5% | -42.4% | +16.1% |
| 3Y | +75.1% | +216.8% | -141.6% | +69.0% |
| 5Y | +13.1% | +152.7% | -139.6% | +8.8% |
| All | +13.1% | +151.3% | -138.1% | +8.8% |
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 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