+483.0%
EAT vs CAPR
+239.1%
+243.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.3% |
| 7D | -4.0% | +5.9% | -9.9% | -3.9% |
| 30D | -2.9% | +44.6% | -47.5% | -2.7% |
| 3M | -16.9% | +126.4% | -143.2% | -16.4% |
| 6M | +57.0% | -68.6% | +125.5% | +56.8% |
| YTD | +38.2% | -67.0% | +105.2% | +38.1% |
| 1Y | +69.3% | +65.2% | +4.1% | +70.7% |
| 3Y | +483.0% | +235.6% | +247.4% | +372.2% |
| All | +483.0% | +239.1% | +243.8% | +372.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling