+29.3%
EXC vs CAPR
+222.5%
-193.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.7% | -0.3% |
| 7D | +0.1% | +7.6% | -7.6% | +0.1% |
| 30D | +9.0% | +13.3% | -4.3% | +9.0% |
| 3M | +3.3% | +130.4% | -127.1% | +3.4% |
| 6M | +5.7% | -70.8% | +76.5% | +5.5% |
| YTD | +7.3% | -69.3% | +76.6% | +7.2% |
| 1Y | +2.9% | +59.5% | -56.6% | +3.5% |
| 3Y | +29.3% | +216.8% | -187.5% | +21.1% |
| All | +29.3% | +222.5% | -193.2% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling