+1,856.6%
DE vs CAPR
-98.9%
+1,955.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +26.5% | -25.9% | +0.2% |
| 7D | +2.3% | +25.8% | -23.5% | +1.9% |
| 30D | +9.3% | +50.2% | -40.9% | +8.6% |
| 3M | +12.2% | +185.5% | -173.3% | +10.0% |
| 6M | +18.1% | -64.8% | +82.9% | +18.5% |
| YTD | +49.8% | -61.1% | +110.9% | +49.8% |
| 1Y | +46.4% | +81.0% | -34.6% | +38.6% |
| 3Y | +92.5% | +300.7% | -208.2% | +76.6% |
| 5Y | +107.4% | +223.3% | -116.0% | +89.3% |
| 10Y | +784.1% | -58.8% | +842.8% | +675.9% |
| All | +1,856.6% | -98.9% | +1,955.5% | +1,413.2% |
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