+753.0%
EAT vs CAPR
-99.1%
+852.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.5% | -3.0% |
| 7D | -2.6% | +41.1% | -43.7% | -3.4% |
| 30D | +11.5% | +11.1% | +0.4% | +11.1% |
| 3M | -9.1% | +115.3% | -124.4% | -11.2% |
| 6M | +40.4% | -73.8% | +114.2% | +42.1% |
| YTD | +43.9% | -68.8% | +112.7% | +44.7% |
| 1Y | +101.9% | +43.3% | +58.6% | +83.8% |
| 3Y | +489.9% | +214.7% | +275.2% | +401.7% |
| 5Y | +362.6% | +141.3% | +221.4% | +289.0% |
| 10Y | +385.7% | -67.0% | +452.7% | +280.0% |
| All | +753.0% | -99.1% | +852.1% | +596.6% |
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 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