+95.6%
F vs CAPR
-75.6%
+171.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +5.3% | -2.0% | +7.3% | +5.4% |
| 30D | +4.6% | +139.2% | -134.6% | +3.1% |
| 3M | -3.7% | -66.4% | +62.7% | -3.2% |
| 6M | +16.8% | -63.1% | +80.0% | +17.1% |
| YTD | +15.3% | -67.4% | +82.7% | +15.7% |
| 1Y | +31.0% | +58.2% | -27.2% | +24.5% |
| 3Y | +45.4% | +42.2% | +3.2% | +34.3% |
| 5Y | +54.7% | +87.3% | -32.6% | +40.4% |
| All | +95.6% | -75.6% | +171.2% | +68.4% |
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