+66.2%
NDAQ vs CAPR
+172.3%
-106.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.8% | -0.1% |
| 7D | +1.3% | +5.9% | -4.6% | +1.2% |
| 30D | +18.0% | +44.6% | -26.7% | +17.7% |
| 3M | +11.5% | +126.4% | -114.8% | +10.9% |
| 6M | +21.1% | -68.6% | +89.7% | +21.4% |
| YTD | +12.8% | -67.0% | +79.8% | +13.0% |
| 1Y | +25.7% | +65.2% | -39.5% | +22.0% |
| 3Y | +116.8% | +235.6% | -118.8% | +88.1% |
| All | +66.2% | +172.3% | -106.1% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling