+39.7%
EXC vs CAPR
+219.7%
-180.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.5% | -26.3% | +0.2% |
| 7D | -1.4% | +25.8% | -27.1% | -1.4% |
| 30D | +8.3% | +50.2% | -41.9% | +8.3% |
| 3M | +2.6% | +185.5% | -182.9% | +2.6% |
| 6M | +5.2% | -64.8% | +70.0% | +5.0% |
| YTD | +7.5% | -61.1% | +68.7% | +7.4% |
| 1Y | +3.2% | +81.0% | -77.8% | +3.3% |
| 3Y | +29.5% | +300.7% | -271.2% | +25.9% |
| 5Y | +39.7% | +223.3% | -183.7% | +36.5% |
| All | +39.7% | +219.7% | -180.0% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling