+325.3%
IR vs CAPR
-29.7%
+354.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +1.3% |
| 7D | +3.7% | +41.1% | -37.4% | +3.1% |
| 30D | +7.4% | +11.1% | -3.7% | +7.2% |
| 3M | -5.9% | +115.3% | -121.2% | -7.5% |
| 6M | +5.6% | -73.8% | +79.4% | +6.5% |
| YTD | +4.8% | -68.8% | +73.7% | +5.3% |
| 1Y | +6.9% | +43.3% | -36.4% | +0.9% |
| 3Y | +27.6% | +214.7% | -187.1% | +14.7% |
| 5Y | +45.8% | +141.3% | -95.5% | +30.1% |
| All | +325.3% | -29.7% | +354.9% | +241.4% |
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 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