+8.4%
LOW vs CAPR
+87.6%
-79.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.7% |
| 7D | +0.4% | -9.5% | +9.9% | +0.5% |
| 30D | -10.1% | +121.5% | -131.6% | -11.0% |
| 3M | -2.9% | -65.4% | +62.5% | -2.5% |
| 6M | -19.4% | -67.5% | +48.1% | -19.1% |
| YTD | -15.4% | -68.6% | +53.2% | -15.1% |
| 1Y | -24.9% | +42.7% | -67.6% | -28.1% |
| 3Y | -7.8% | +43.4% | -51.2% | -16.8% |
| 5Y | +8.4% | +86.0% | -77.6% | -6.0% |
| All | +8.4% | +87.6% | -79.2% | -6.0% |
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