+198.3%
F vs CAPR
-99.1%
+297.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | +1.4% | +29.7% | -28.3% | +1.1% |
| 30D | +2.0% | +11.0% | -8.9% | +1.9% |
| 3M | -10.4% | +118.8% | -129.2% | -11.3% |
| 6M | +9.7% | -73.9% | +83.6% | +10.3% |
| YTD | -1.2% | -70.2% | +69.0% | -0.9% |
| 1Y | 0.0% | +38.3% | -38.2% | -3.3% |
| 3Y | +41.1% | +199.7% | -158.6% | +33.1% |
| 5Y | -11.4% | +130.6% | -142.0% | -16.7% |
| 10Y | +85.0% | -68.5% | +153.5% | +68.9% |
| All | +198.3% | -99.1% | +297.4% | +177.4% |
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 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