+2,012.0%
EW vs CAPR
-99.1%
+2,111.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -0.3% | -2.0% | +1.6% | -0.3% |
| 30D | +1.0% | +139.2% | -138.1% | 0.0% |
| 3M | +2.8% | -66.4% | +69.2% | +3.2% |
| 6M | +5.5% | -63.1% | +68.6% | +5.7% |
| YTD | +5.5% | -67.4% | +72.9% | +5.8% |
| 1Y | +11.0% | +58.2% | -47.2% | +7.0% |
| 3Y | +17.7% | +42.2% | -24.5% | +11.6% |
| 5Y | -25.7% | +87.3% | -113.0% | -30.3% |
| 10Y | +132.8% | -75.3% | +208.1% | +111.1% |
| All | +2,012.0% | -99.1% | +2,111.0% | +1,754.0% |
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