+2,299.5%
EW vs CAPR
-99.1%
+2,398.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.3% | +1.3% |
| 7D | +11.0% | +41.1% | -30.1% | +10.6% |
| 30D | +19.1% | +11.1% | +8.0% | +18.9% |
| 3M | +14.4% | +115.3% | -101.0% | +13.2% |
| 6M | +22.8% | -73.8% | +96.6% | +23.4% |
| YTD | +19.8% | -68.8% | +88.6% | +20.2% |
| 1Y | +23.9% | +43.3% | -19.4% | +19.5% |
| 3Y | +52.2% | +214.7% | -162.5% | +42.9% |
| 5Y | -13.9% | +141.3% | -155.2% | -19.5% |
| 10Y | +241.9% | -67.0% | +308.9% | +209.6% |
| All | +2,299.5% | -99.1% | +2,398.6% | +2,005.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling