-5.5%
M vs CAPR
-68.5%
+63.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.7% | -9.2% | -4.7% |
| 7D | -4.3% | +41.1% | -45.3% | -4.7% |
| 30D | +1.3% | +11.1% | -9.8% | +1.1% |
| 3M | -7.4% | +115.3% | -122.7% | -8.6% |
| 6M | +18.3% | -73.8% | +92.2% | +19.3% |
| YTD | +7.6% | -68.8% | +76.4% | +8.0% |
| 1Y | +17.4% | +43.3% | -25.9% | +11.0% |
| 3Y | +108.4% | +214.7% | -106.3% | +88.2% |
| 5Y | -10.6% | +141.3% | -151.9% | -19.7% |
| All | -5.5% | -68.5% | +63.0% | -19.9% |
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