-4.9%
DOW vs CAPR
+63.6%
-68.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -1.9% |
| 7D | -9.5% | +41.1% | -50.6% | -10.1% |
| 30D | +13.1% | +11.1% | +2.0% | +12.7% |
| 3M | +4.8% | +115.3% | -110.5% | +2.7% |
| 6M | -16.7% | -73.8% | +57.2% | -15.8% |
| YTD | +38.9% | -68.8% | +107.7% | +39.6% |
| 1Y | +48.3% | +43.3% | +5.0% | +38.3% |
| 3Y | -24.4% | +214.7% | -239.0% | -33.9% |
| 5Y | -29.2% | +141.3% | -170.5% | -39.0% |
| All | -4.9% | +63.6% | -68.5% | -29.5% |
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