+2,105.4%
FIX vs CAPR
+84.7%
+2,020.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.9% |
| 7D | +6.0% | -2.0% | +8.0% | +6.1% |
| 30D | -7.2% | +139.2% | -146.4% | -8.6% |
| 3M | -15.9% | -66.4% | +50.5% | -15.3% |
| 6M | +12.7% | -63.1% | +75.9% | +13.3% |
| YTD | +72.8% | -67.4% | +140.2% | +73.8% |
| 1Y | +122.9% | +58.2% | +64.6% | +111.2% |
| 3Y | +774.3% | +42.2% | +732.1% | +677.8% |
| All | +2,105.4% | +84.7% | +2,020.8% | +1,731.5% |
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