+60.0%
EL vs CAPR
-64.9%
+125.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.6% | +2.6% |
| 7D | +8.0% | +36.0% | -28.0% | +7.4% |
| 30D | +15.4% | +25.8% | -10.4% | +14.8% |
| 3M | +28.5% | +140.8% | -112.3% | +25.9% |
| 6M | +32.2% | -67.6% | +99.8% | +33.1% |
| YTD | +9.2% | -65.9% | +75.1% | +9.6% |
| 1Y | +30.8% | +66.1% | -35.3% | +21.8% |
| 3Y | +3.7% | +256.9% | -253.2% | -7.9% |
| 5Y | -64.8% | +172.1% | -236.9% | -69.0% |
| 10Y | +60.0% | -64.7% | +124.7% | +32.2% |
| All | +60.0% | -64.9% | +125.0% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling