+69.0%
F vs CAPR
-59.1%
+128.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.6% |
| 7D | -2.1% | +25.8% | -27.9% | -2.5% |
| 30D | +3.3% | +50.2% | -46.9% | +2.6% |
| 3M | -11.3% | +185.5% | -196.8% | -12.9% |
| 6M | +5.3% | -64.8% | +70.1% | +5.6% |
| YTD | -2.2% | -61.1% | +58.9% | -2.3% |
| 1Y | -3.5% | +81.0% | -84.5% | -8.5% |
| 3Y | +49.5% | +300.7% | -251.2% | +35.3% |
| 5Y | -13.5% | +223.3% | -236.9% | -22.2% |
| 10Y | +69.0% | -58.8% | +127.8% | +42.9% |
| All | +69.0% | -59.1% | +128.1% | +42.9% |
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