+0.5%
M vs CAPR
-64.9%
+65.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +9.4% | -1.3% | +8.0% |
| 7D | +2.5% | +36.0% | -33.5% | +2.1% |
| 30D | +10.1% | +25.8% | -15.7% | +9.7% |
| 3M | -0.9% | +140.8% | -141.8% | -2.4% |
| 6M | +30.2% | -67.6% | +97.7% | +30.8% |
| YTD | +16.3% | -65.9% | +82.2% | +16.6% |
| 1Y | +27.0% | +66.1% | -39.1% | +19.7% |
| 3Y | +154.5% | +256.9% | -102.4% | +129.3% |
| 5Y | -1.1% | +172.1% | -173.2% | -11.3% |
| 10Y | +0.5% | -64.7% | +65.2% | -14.8% |
| All | +0.5% | -64.9% | +65.4% | -14.8% |
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