-8.1%
M vs CAPR
-65.7%
+57.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.5% | +1.6% |
| 7D | +7.0% | +5.9% | +1.1% | +6.9% |
| 30D | +8.9% | +44.6% | -35.7% | +8.3% |
| 3M | +4.5% | +126.4% | -121.9% | +3.0% |
| 6M | +36.2% | -68.6% | +104.8% | +36.8% |
| YTD | +15.1% | -67.0% | +82.1% | +15.4% |
| 1Y | +27.4% | +65.2% | -37.7% | +20.1% |
| 3Y | +160.1% | +235.6% | -75.4% | +134.5% |
| 5Y | -1.6% | +175.4% | -177.0% | -11.9% |
| All | -8.1% | -65.7% | +57.6% | -18.7% |
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