+242.9%
EW vs CAPR
-67.6%
+310.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.5% |
| 7D | +9.3% | +7.6% | +1.6% | +9.1% |
| 30D | +22.1% | +13.3% | +8.8% | +21.8% |
| 3M | +13.0% | +130.4% | -117.4% | +11.4% |
| 6M | +30.1% | -70.8% | +100.9% | +30.9% |
| YTD | +22.0% | -69.3% | +91.3% | +22.5% |
| 1Y | +23.7% | +59.5% | -35.8% | +17.3% |
| 3Y | +62.0% | +216.8% | -154.8% | +45.9% |
| 5Y | -12.4% | +152.7% | -165.1% | -21.8% |
| All | +242.9% | -67.6% | +310.5% | +183.6% |
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