+53.9%
F vs CAPR
+84.7%
-30.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +5.3% | -2.0% | +7.3% | +5.3% |
| 30D | +4.6% | +139.2% | -134.6% | +3.5% |
| 3M | -3.7% | -66.4% | +62.7% | -3.4% |
| 6M | +16.8% | -63.1% | +80.0% | +17.0% |
| YTD | +15.3% | -67.4% | +82.7% | +15.5% |
| 1Y | +31.0% | +58.2% | -27.2% | +25.8% |
| 3Y | +45.4% | +42.2% | +3.2% | +27.7% |
| All | +53.9% | +84.7% | -30.7% | +22.8% |
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