+91.4%
DE vs CAPR
+222.5%
-131.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.9% | +9.4% | -0.4% |
| 7D | +3.3% | +7.6% | -4.4% | +3.2% |
| 30D | +10.7% | +13.3% | -2.5% | +10.5% |
| 3M | +13.1% | +130.4% | -117.3% | +11.7% |
| 6M | +20.2% | -70.8% | +91.0% | +20.9% |
| YTD | +48.9% | -69.3% | +118.1% | +49.4% |
| 1Y | +46.6% | +59.5% | -12.9% | +41.0% |
| 3Y | +91.4% | +216.8% | -125.4% | +62.8% |
| All | +91.4% | +222.5% | -131.2% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling