+58.4%
NDAQ vs CAPR
+84.7%
-26.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.9% |
| 7D | -2.4% | -2.0% | -0.5% | -2.4% |
| 30D | +2.5% | +139.2% | -136.7% | +1.9% |
| 3M | +9.9% | -66.4% | +76.3% | +10.2% |
| 6M | +9.4% | -63.1% | +72.6% | +9.6% |
| YTD | +0.4% | -67.4% | +67.8% | +0.6% |
| 1Y | +4.0% | +58.2% | -54.2% | +0.9% |
| 3Y | +94.4% | +42.2% | +52.2% | +77.8% |
| All | +58.4% | +84.7% | -26.3% | +35.4% |
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