+88.4%
GAP vs CAPR
-99.1%
+187.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -4.2% |
| 7D | -3.8% | +41.1% | -44.8% | -4.3% |
| 30D | -9.0% | +11.1% | -20.1% | -9.2% |
| 3M | +5.5% | +115.3% | -109.9% | +3.9% |
| 6M | -11.1% | -73.8% | +62.7% | -10.4% |
| YTD | -13.6% | -68.8% | +55.3% | -13.3% |
| 1Y | -2.9% | +43.3% | -46.2% | -8.1% |
| 3Y | +69.6% | +214.7% | -145.1% | +55.0% |
| 5Y | +5.4% | +141.3% | -135.9% | -4.3% |
| 10Y | +17.8% | -67.0% | +84.9% | +2.4% |
| All | +88.4% | -99.1% | +187.5% | +67.3% |
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 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