+4.3%
M vs CAPR
-99.1%
+103.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.3% | -5.8% |
| 7D | -2.1% | +29.7% | -31.9% | -2.4% |
| 30D | +7.7% | +11.0% | -3.3% | +7.6% |
| 3M | -4.4% | +118.8% | -123.2% | -5.4% |
| 6M | +27.5% | -73.9% | +101.4% | +28.2% |
| YTD | +12.8% | -70.2% | +83.0% | +13.1% |
| 1Y | +20.7% | +38.3% | -17.5% | +15.9% |
| 3Y | +111.3% | +199.7% | -88.4% | +97.9% |
| 5Y | -6.3% | +130.6% | -136.9% | -12.5% |
| 10Y | +1.5% | -68.5% | +70.0% | -8.6% |
| All | +4.3% | -99.1% | +103.5% | -8.7% |
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 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