-17.2%
F vs CAPR
+172.3%
-189.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.2% |
| 7D | -3.1% | +5.9% | -9.0% | -3.2% |
| 30D | 0.0% | +44.6% | -44.6% | -0.4% |
| 3M | -13.2% | +126.4% | -139.6% | -14.2% |
| 6M | -10.2% | -68.6% | +58.4% | -10.0% |
| YTD | -4.9% | -67.0% | +62.0% | -4.9% |
| 1Y | -6.1% | +65.2% | -71.2% | -9.9% |
| 3Y | +46.0% | +235.6% | -189.6% | +20.4% |
| All | -17.2% | +172.3% | -189.5% | -36.3% |
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