+1,449.6%
NET vs CAPR
+262.9%
+1,186.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -7.0% | -2.0% | -5.0% | -6.9% |
| 30D | -4.8% | +139.2% | -144.0% | -7.1% |
| 3M | +3.8% | -66.4% | +70.2% | +4.8% |
| 6M | +50.0% | -63.1% | +113.2% | +51.2% |
| YTD | +41.5% | -67.4% | +108.9% | +42.8% |
| 1Y | +32.8% | +58.2% | -25.4% | +22.0% |
| 3Y | +335.9% | +42.2% | +293.7% | +280.3% |
| 5Y | +113.8% | +87.3% | +26.6% | +80.6% |
| All | +1,449.6% | +262.9% | +1,186.6% | +1,160.5% |
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