+340.0%
IR vs CAPR
-30.7%
+370.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.9% | +8.8% | -1.0% |
| 7D | +1.5% | +7.6% | -6.1% | +1.4% |
| 30D | +9.0% | +13.3% | -4.3% | +8.7% |
| 3M | -0.9% | +130.4% | -131.3% | -2.6% |
| 6M | +13.4% | -70.8% | +84.2% | +14.2% |
| YTD | +8.5% | -69.3% | +77.7% | +9.0% |
| 1Y | +11.3% | +59.5% | -48.3% | +4.7% |
| 3Y | +26.0% | +216.8% | -190.8% | +13.3% |
| 5Y | +47.9% | +152.7% | -104.9% | +31.8% |
| All | +340.0% | -30.7% | +370.7% | +253.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling