+117.1%
EXC vs CAPR
-99.1%
+216.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | +1.4% | +29.7% | -28.4% | +1.2% |
| 30D | +11.6% | +11.0% | +0.7% | +11.5% |
| 3M | +2.7% | +118.8% | -116.2% | +2.0% |
| 6M | +2.7% | -73.9% | +76.6% | +3.0% |
| YTD | +9.7% | -70.2% | +79.9% | +9.9% |
| 1Y | +4.5% | +38.3% | -33.7% | +2.5% |
| 3Y | +28.5% | +199.7% | -171.2% | +23.8% |
| 5Y | +43.9% | +130.6% | -86.6% | +38.2% |
| 10Y | +183.7% | -68.5% | +252.2% | +165.2% |
| All | +117.1% | -99.1% | +216.2% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling