+1,199.2%
NDAQ vs CAPR
-99.1%
+1,298.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | +0.2% |
| 7D | +0.8% | +41.1% | -40.2% | +0.6% |
| 30D | +16.5% | +11.1% | +5.4% | +16.4% |
| 3M | +13.5% | +115.3% | -101.8% | +12.7% |
| 6M | +20.9% | -73.8% | +94.7% | +21.4% |
| YTD | +11.4% | -68.8% | +80.2% | +11.6% |
| 1Y | +25.9% | +43.3% | -17.4% | +22.6% |
| 3Y | +119.9% | +214.7% | -94.8% | +110.2% |
| 5Y | +61.7% | +141.3% | -79.5% | +54.3% |
| 10Y | +481.6% | -67.0% | +548.6% | +443.1% |
| All | +1,199.2% | -99.1% | +1,298.3% | +1,097.7% |
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