+1,857.0%
DE vs CAPR
-99.1%
+1,956.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +10.0% | -2.0% | +12.0% | +10.1% |
| 30D | +13.3% | +139.2% | -125.9% | +11.5% |
| 3M | +17.5% | -66.4% | +83.9% | +18.2% |
| 6M | +13.6% | -63.1% | +76.7% | +14.0% |
| YTD | +49.8% | -67.4% | +117.2% | +50.5% |
| 1Y | +47.9% | +58.2% | -10.4% | +40.4% |
| 3Y | +72.5% | +42.2% | +30.3% | +60.8% |
| 5Y | +90.2% | +87.3% | +3.0% | +75.2% |
| 10Y | +865.4% | -75.3% | +940.6% | +753.2% |
| All | +1,857.0% | -99.1% | +1,956.1% | +1,419.9% |
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