+342.0%
EAT vs CAPR
+84.7%
+257.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | +1.9% | +139.2% | -137.3% | +1.9% |
| 3M | +68.7% | -66.4% | +135.0% | +68.8% |
| 6M | +66.9% | -63.1% | +130.0% | +67.0% |
| YTD | +60.4% | -67.4% | +127.8% | +60.5% |
| 1Y | +44.0% | +58.2% | -14.3% | +41.5% |
| 3Y | +604.7% | +42.2% | +562.5% | +532.3% |
| All | +342.0% | +84.7% | +257.3% | +246.6% |
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