+172.1%
EXC vs CAPR
-68.5%
+240.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.6% | -2.0% |
| 7D | -1.2% | +41.1% | -42.2% | -1.4% |
| 30D | +10.0% | +11.1% | -1.2% | +9.9% |
| 3M | +1.6% | +115.3% | -113.7% | +1.0% |
| 6M | +3.3% | -73.8% | +77.1% | +3.5% |
| YTD | +7.6% | -68.8% | +76.4% | +7.7% |
| 1Y | +3.5% | +43.3% | -39.8% | +1.3% |
| 3Y | +27.7% | +214.7% | -187.0% | +21.6% |
| 5Y | +41.1% | +141.3% | -100.2% | +33.8% |
| All | +172.1% | -68.5% | +240.7% | +138.2% |
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