+85.6%
ES vs CAPR
-64.9%
+150.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -9.9% | -0.5% |
| 7D | -0.1% | +36.0% | -36.1% | -0.1% |
| 30D | +5.7% | +25.8% | -20.1% | +5.7% |
| 3M | -2.8% | +140.8% | -143.6% | -2.9% |
| 6M | +7.0% | -67.6% | +74.5% | +7.0% |
| YTD | +6.8% | -65.9% | +72.6% | +6.8% |
| 1Y | -0.5% | +66.1% | -66.6% | -0.9% |
| 3Y | +47.2% | +256.9% | -209.7% | +45.9% |
| 5Y | +2.3% | +172.1% | -169.8% | +1.3% |
| 10Y | +85.6% | -64.7% | +150.3% | +79.8% |
| All | +85.6% | -64.9% | +150.6% | +79.8% |
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