+196.7%
EXC vs CAPR
-65.7%
+262.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.9% | +8.3% | +1.4% |
| 7D | +1.4% | +5.9% | -4.5% | +1.3% |
| 30D | +8.6% | +44.6% | -36.0% | +8.3% |
| 3M | +2.4% | +126.4% | -124.0% | +1.7% |
| 6M | +6.5% | -68.6% | +75.0% | +6.6% |
| YTD | +9.0% | -67.0% | +76.0% | +9.1% |
| 1Y | +4.6% | +65.2% | -60.6% | +2.3% |
| 3Y | +33.5% | +235.6% | -202.1% | +27.3% |
| 5Y | +41.4% | +175.4% | -134.0% | +34.0% |
| All | +196.7% | -65.7% | +262.4% | +167.6% |
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