+3.2%
EL vs CAPR
+214.7%
-211.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.4% | +2.2% |
| 7D | +0.8% | +41.1% | -40.3% | +0.3% |
| 30D | +16.5% | +11.1% | +5.4% | +16.3% |
| 3M | +29.2% | +115.3% | -86.1% | +27.6% |
| 6M | +27.9% | -73.8% | +101.7% | +29.0% |
| YTD | +6.2% | -68.8% | +75.0% | +6.7% |
| 1Y | +27.2% | +43.3% | -16.1% | +20.8% |
| 3Y | +3.2% | +214.7% | -211.5% | -27.6% |
| All | +3.2% | +214.7% | -211.5% | -27.6% |
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 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