+4.5%
ES vs CAPR
+126.3%
-121.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +2.1% |
| 7D | +5.9% | +29.7% | -23.8% | +5.9% |
| 30D | +10.2% | +11.0% | -0.8% | +10.2% |
| 3M | +0.4% | +118.8% | -118.4% | +0.3% |
| 6M | +6.9% | -73.9% | +80.8% | +6.9% |
| YTD | +10.5% | -70.2% | +80.7% | +10.5% |
| 1Y | +3.2% | +38.3% | -35.1% | +2.5% |
| 3Y | +49.0% | +199.7% | -150.6% | +44.0% |
| 5Y | +4.5% | +130.6% | -126.1% | -1.5% |
| All | +4.5% | +126.3% | -121.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling