+5.3%
ES vs CAPR
+172.3%
-167.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.8% |
| 7D | +2.7% | +5.9% | -3.2% | +2.7% |
| 30D | +7.6% | +44.6% | -37.0% | +7.5% |
| 3M | +0.5% | +126.4% | -125.9% | +0.3% |
| 6M | +7.6% | -68.6% | +76.2% | +7.6% |
| YTD | +10.2% | -67.0% | +77.2% | +10.2% |
| 1Y | +1.8% | +65.2% | -63.3% | +1.1% |
| 3Y | +55.4% | +235.6% | -180.2% | +50.1% |
| All | +5.3% | +172.3% | -167.0% | +1.8% |
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 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