+1.9%
ES vs CAPR
+151.3%
-149.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.9% | +10.1% | +0.2% |
| 7D | +0.9% | +7.6% | -6.8% | +0.8% |
| 30D | +5.9% | +13.3% | -7.4% | +5.9% |
| 3M | -1.0% | +130.4% | -131.4% | -1.2% |
| 6M | +7.2% | -70.8% | +78.0% | +7.2% |
| YTD | +7.0% | -69.3% | +76.2% | +7.0% |
| 1Y | +0.5% | +59.5% | -59.1% | -0.4% |
| 3Y | +48.7% | +216.8% | -168.1% | +43.6% |
| 5Y | +1.9% | +152.7% | -150.8% | -1.5% |
| All | +1.9% | +151.3% | -149.3% | -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