+183.8%
EXC vs CAPR
-64.9%
+248.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.4% | 0.0% |
| 7D | -1.7% | +36.0% | -37.8% | -1.9% |
| 30D | +9.3% | +25.8% | -16.5% | +9.1% |
| 3M | +1.0% | +140.8% | -139.8% | +0.4% |
| 6M | +5.9% | -67.6% | +73.5% | +6.1% |
| YTD | +7.6% | -65.9% | +73.5% | +7.7% |
| 1Y | +2.4% | +66.1% | -63.7% | +0.2% |
| 3Y | +30.2% | +256.9% | -226.6% | +24.0% |
| 5Y | +41.4% | +172.1% | -130.7% | +33.9% |
| 10Y | +183.8% | -64.7% | +248.5% | +151.4% |
| All | +183.8% | -64.9% | +248.7% | +151.4% |
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