-3.4%
ES vs CAPR
+84.7%
-88.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +0.3% | -2.0% | +2.3% | +0.3% |
| 30D | -2.0% | +139.2% | -141.1% | -2.1% |
| 3M | +1.7% | -66.4% | +68.0% | +1.7% |
| 6M | -3.5% | -63.1% | +59.6% | -3.6% |
| YTD | +7.9% | -67.4% | +75.3% | +7.9% |
| 1Y | +17.2% | +58.2% | -41.1% | +16.3% |
| 3Y | +29.3% | +42.2% | -12.9% | +25.9% |
| All | -3.4% | +84.7% | -88.1% | -6.7% |
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