+200.7%
DD vs CAPR
-99.1%
+299.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -3.5% | -2.0% | -1.5% | -3.5% |
| 30D | -10.3% | +139.2% | -149.5% | -11.8% |
| 3M | -7.5% | -66.4% | +58.8% | -7.0% |
| 6M | -8.0% | -63.1% | +55.1% | -7.7% |
| YTD | +10.5% | -67.4% | +77.9% | +11.0% |
| 1Y | +38.3% | +58.2% | -20.0% | +30.1% |
| 3Y | +42.5% | +42.2% | +0.3% | +31.1% |
| 5Y | +60.2% | +87.3% | -27.1% | +45.1% |
| 10Y | +68.9% | -75.3% | +144.1% | +45.2% |
| All | +200.7% | -99.1% | +299.8% | +139.3% |
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