+882.5%
LOW vs CAPR
-98.9%
+981.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.5% | -26.6% | -0.4% |
| 7D | +1.0% | +25.8% | -24.8% | +0.7% |
| 30D | +25.6% | +50.2% | -24.6% | +25.0% |
| 3M | +5.3% | +185.5% | -180.2% | +4.0% |
| 6M | +3.7% | -64.8% | +68.6% | +3.9% |
| YTD | -1.9% | -61.1% | +59.3% | -1.9% |
| 1Y | +0.6% | +81.0% | -80.4% | -3.1% |
| 3Y | +26.4% | +300.7% | -274.3% | +19.3% |
| 5Y | +10.1% | +223.3% | -213.2% | +3.6% |
| 10Y | +301.3% | -58.8% | +360.0% | +268.0% |
| All | +882.5% | -98.9% | +981.4% | +811.2% |
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