+7.1%
GAP vs CAPR
+142.6%
-135.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -4.2% |
| 7D | -3.8% | +41.1% | -44.8% | -4.1% |
| 30D | -9.0% | +11.1% | -20.1% | -9.1% |
| 3M | +5.5% | +115.3% | -109.9% | +4.5% |
| 6M | -11.1% | -73.8% | +62.7% | -10.6% |
| YTD | -13.6% | -68.8% | +55.3% | -13.3% |
| 1Y | -2.9% | +43.3% | -46.2% | -7.0% |
| 3Y | +69.6% | +214.7% | -145.1% | +43.8% |
| All | +7.1% | +142.6% | -135.4% | -25.4% |
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 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