+850.6%
EAT vs CAPR
-99.1%
+949.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | +1.9% | +139.2% | -137.3% | -0.6% |
| 3M | +68.7% | -66.4% | +135.0% | +70.0% |
| 6M | +66.9% | -63.1% | +130.0% | +67.6% |
| YTD | +60.4% | -67.4% | +127.8% | +61.4% |
| 1Y | +44.0% | +58.2% | -14.3% | +30.6% |
| 3Y | +604.7% | +42.2% | +562.5% | +514.8% |
| 5Y | +347.0% | +87.3% | +259.8% | +279.5% |
| 10Y | +390.8% | -75.3% | +466.0% | +283.9% |
| All | +850.6% | -99.1% | +949.7% | +676.9% |
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