+376.0%
NDAQ vs CAPR
-77.1%
+453.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.9% |
| 7D | -2.6% | -9.5% | +6.9% | -2.5% |
| 30D | +0.5% | +121.5% | -121.0% | -0.4% |
| 3M | +9.9% | -65.4% | +75.3% | +10.3% |
| 6M | +8.2% | -67.5% | +75.7% | +8.6% |
| YTD | -1.5% | -68.6% | +67.1% | -1.2% |
| 1Y | +1.3% | +42.7% | -41.4% | -2.2% |
| 3Y | +92.6% | +43.4% | +49.2% | +81.9% |
| 5Y | +53.8% | +86.0% | -32.2% | +43.5% |
| 10Y | +376.0% | -77.4% | +453.4% | +325.6% |
| All | +376.0% | -77.1% | +453.1% | +325.6% |
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