+82.9%
ES vs CAPR
-68.5%
+151.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.5% | -2.9% |
| 7D | +1.9% | +41.1% | -39.2% | +1.8% |
| 30D | +7.1% | +11.1% | -4.1% | +7.0% |
| 3M | -1.9% | +115.3% | -117.3% | -2.1% |
| 6M | +4.4% | -73.8% | +78.2% | +4.4% |
| YTD | +7.3% | -68.8% | +76.1% | +7.3% |
| 1Y | +2.1% | +43.3% | -41.2% | +1.7% |
| 3Y | +41.8% | +214.7% | -172.8% | +40.6% |
| 5Y | +1.4% | +141.3% | -139.8% | +0.5% |
| All | +82.9% | -68.5% | +151.5% | +76.5% |
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