+96.4%
DE vs CAPR
+87.6%
+8.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.8% |
| 7D | +0.7% | -9.5% | +10.2% | +0.8% |
| 30D | +9.6% | +121.5% | -111.9% | +8.0% |
| 3M | +19.0% | -65.4% | +84.3% | +19.6% |
| 6M | +16.1% | -67.5% | +83.6% | +16.7% |
| YTD | +47.0% | -68.6% | +115.6% | +47.8% |
| 1Y | +43.1% | +42.7% | +0.5% | +36.3% |
| 3Y | +77.5% | +43.4% | +34.1% | +57.9% |
| 5Y | +96.4% | +86.0% | +10.3% | +64.3% |
| All | +96.4% | +87.6% | +8.8% | +64.3% |
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 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