+95.7%
ES vs CAPR
-63.2%
+158.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +0.9% |
| 7D | -1.1% | +19.1% | -20.1% | -1.1% |
| 30D | +8.2% | +48.8% | -40.6% | +8.1% |
| 3M | +0.6% | +144.4% | -143.8% | +0.5% |
| 6M | +6.0% | -67.5% | +73.5% | +6.0% |
| YTD | +9.3% | -64.5% | +73.8% | +9.3% |
| 1Y | +1.1% | +74.4% | -73.3% | +0.6% |
| 3Y | +51.9% | +265.7% | -213.8% | +50.6% |
| 5Y | +6.5% | +196.0% | -189.5% | +5.5% |
| All | +95.7% | -63.2% | +158.9% | +90.0% |
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