+263.5%
D vs CAPR
-99.1%
+362.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.1% |
| 7D | +6.9% | +29.7% | -22.8% | +6.8% |
| 30D | +12.3% | +11.0% | +1.4% | +12.3% |
| 3M | +3.0% | +118.8% | -115.8% | +2.7% |
| 6M | +12.8% | -73.9% | +86.7% | +13.0% |
| YTD | +22.6% | -70.2% | +92.8% | +22.7% |
| 1Y | +21.7% | +38.3% | -16.6% | +20.2% |
| 3Y | +83.9% | +199.7% | -115.7% | +80.2% |
| 5Y | +14.0% | +130.6% | -116.6% | +11.5% |
| 10Y | +45.6% | -68.5% | +114.1% | +40.2% |
| All | +263.5% | -99.1% | +362.6% | +245.1% |
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