+239.8%
EW vs CAPR
-64.9%
+304.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | +2.4% |
| 7D | +12.3% | +36.0% | -23.8% | +11.8% |
| 30D | +22.9% | +25.8% | -2.9% | +22.4% |
| 3M | +16.7% | +140.8% | -124.1% | +14.9% |
| 6M | +31.0% | -67.6% | +98.5% | +31.6% |
| YTD | +22.8% | -65.9% | +88.7% | +23.2% |
| 1Y | +25.6% | +66.1% | -40.5% | +19.0% |
| 3Y | +62.0% | +256.9% | -194.9% | +45.6% |
| 5Y | -12.8% | +172.1% | -184.9% | -22.2% |
| 10Y | +239.8% | -64.7% | +304.5% | +178.7% |
| All | +239.8% | -64.9% | +304.7% | +178.7% |
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 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