-37.4%
DOW vs CAPR
+84.7%
-122.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.0% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | +0.4% | +139.2% | -138.8% | -0.7% |
| 3M | -14.4% | -66.4% | +52.0% | -14.1% |
| 6M | -7.0% | -63.1% | +56.2% | -6.8% |
| YTD | +30.2% | -67.4% | +97.6% | +30.6% |
| 1Y | +29.2% | +58.2% | -29.0% | +24.7% |
| 3Y | -36.7% | +42.2% | -78.9% | -41.0% |
| All | -37.4% | +84.7% | -122.1% | -44.8% |
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 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